DnAnalytics

dnAnalytics was an open-source numerical library for .NET written in C# and F#. It featured functionality similar to BLAS and LAPACK. It was merged into Math.NET Numerics in 2009.

Features
The software library provides facilities for:
 * Linear algebra classes with support for sparse matrices and vectors (with a F# friendly interface).
 * Dense and sparse solvers.
 * Probability distributions.
 * Random number generation (including Mersenne Twister MT19937).
 * QR, LU, SVD, and Cholesky decomposition classes.
 * Matrix IO classes that read and write matrices from/to Matlab, Matrix Market, and delimited files.
 * Complex and “special” math routines.
 * Descriptive Statistics, Histogram, and Pearson Correlation Coefficient.
 * Overload mathematical operators to simplify complex expressions.
 * Visual Studio visual debuggers for matrices and vectors
 * Runs under Microsoft Windows and platforms that support Mono.
 * Optional support for Intel Math Kernel Library (Microsoft Windows and Linux)