Open Source .Net math libraries
Author: ss161
Creation Date: 2/27/2009 2:28 PM
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Does anyone have recommendations on open source Math libraries that are .Net compliant. Over the past few weeks i have looked at the following: Math.Net, Gretl, R, CenterSpace NMath, and ExtremeOptimization.

All of them are powerful, but all have some limitations:

Math.Net -- seems great on matrices / vectors does not have any regression routines (as far as i can tell). Open Source and .Net.

Gretl and R -- both very powerful and very complete, to the best of my ability to discern, neither work terribly easily in a .Net environment.

CenterSpace NMath -- .Net environment, very good matrix, regression, and linear algebra support. It is not OpenSource (costs about $1000 for one license plus annual maintenance to continue to receive updates after first year). it seems very easy to interact with WealthLab's DataSeries object, but does not have native TimeSeries support. It would be better if it included some higher level tests (adf for example) but seems extremely promising.

ExtremeOptimization -- similar to NMath

My question is: Does anyone have any other libraries to add to the list that should be considered? Of course preferences go to OpenSource / .Net libraries.


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