NMath Reference Guide
NMath contains foundational classes for financial, engineering, and scientific computing and is running today inside of thousands of desktop and embedded applications.
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. This package also 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. Built on .NET Standard 2.0 and supports .NET Framework 4.6.1 (or greater), .NET Core 2.0 (or greater) or .NET 5.0. On Windows, requires Visual Studio 2017 C++ runtime.
For simplicity all NMath types now reside in the CenterSpace.NMath.Core namespace. The CenterSpace.NMath.Analysis, CenterSpace.NMath.Matrix, and CenterSpace.NMath.Stats namespaces have been retired. For backward compatibility these namespaces are still defined and simply point to the CenterSpace.NMath.Core namespace.