Products

C# and VB.NET Math and Statistics Libraries

The NMathTM .NET math and statistics libraries from CenterSpace Software provides numerical components for financial, engineering, and scientific applications on the .NET platform:

  • NMath 5.3
    [Released May 2013 - Changelog]
    The foundational .NET math library in the NMath suite, NMath includes complex number classes, general vector and matrix classes, structured sparse matrix classes and factorizations, general sparse matrix classes and factorizations, general matrix decompositions, least squares solutions, random number generators, Fast Fourier Transforms (FFTs), numerical integration and differentiation methods, function minimization, curve fitting, root-finding, linear and nonlinear programming.
  • NMath Stats 3.6
    [Released May 2013 - Changelog]
    NMath Stats is a .NET statistics library that provides functions for statistical computation and biostatistics, including descriptive statistics, probability distributions, combinatorial functions, multiple linear regression, hypothesis testing, analysis of variance, multivariate statistics, partial least squares, and nonnegative matrix factorization.
  • NMath Premium
    [Released June 2013]
    NVIDIA GPU-accelerated versions of NMath 5.3 and NMath Stats 3.6.

All NMath routines are callable from any .NET language, including C#, Visual Basic.NET, and F#.

For many computations, NMath uses the Intel® Math Kernel Library (MKL), which contains highly-optimized, extensively-threaded versions of the C and FORTRAN public domain computing packages known as the BLAS (Basic Linear Algebra Subroutines) and LAPACK (Linear Algebra PACKage). This gives NMath routines accuracy you can trust, and performance levels comparable to C or Fortran. Our state of the art, object-oriented interfaces are easy to use and leverage the full power of the .NET platform.

For even greater acceleration, the Premium Editions of NMath and NMath Stats leverage the power of the NVIDIA CUDA™ architecture for GPU-accelerated mathematics on the .NET platform. NMath Premium automatically detects the presence of a CUDA-enabled GPU at runtime and seamlessly redirects appropriate computations to it. The library can be configured to specify which problems should be solved by the GPU, and which by the CPU. If a GPU is not present at runtime, the computation automatically falls back to the CPU without error. GPU acceleration provides a 2-4x speed-up for many NMath functions. With large data sets running on high-performance GPUs, the speed-up can exceed 10x.

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