Chapter 24. The Analysis Namespace (.NET, C#, CSharp, VB, Visual Basic, F#)
The CenterSpace.NMath.Core namespace provides the following analytical classes:
● Classes for minimizing univariate functions using golden section search and Brent's method.
● Classes for minimizing multivariate functions using the downhill simplex method, Powell's direction set method, the conjugate gradient method, and the variable metric (or quasi-Newton) method.
● Simulated annealing.
● Classes for linear programming (LP), non-linear programming (NLP), and quadratic programming (QP) using the Microsoft Solver Foundation.
● Least squares polynomial fitting.
● Nonlinear least squares minimization, curve fitting, and surface fitting.
● Classes for finding roots of univariate functions using the secant method, Ridders' method, fzero method, and the Newton-Raphson method.
● Numerical methods for double integration of functions of two variables.
● Nonlinear least squares minimization using the Trust-Region method, a variant of the Levenberg-Marquardt method.
● Curve and surface fitting by nonlinear least squares.
● Solutions to first order initial value differential equations by the Runge-Kutta method
To avoid using fully qualified names, preface your code with an appropriate namespace statement:
Code Example – C#
Code Example – VB