C#矩阵库推荐 [英] Recommendation for C# Matrix Library

问题描述

我需要一个 C# 库来处理矩阵.应该实现奇异值分解、矩阵求逆等

I need a C# library to deal with matrices. It should implement singular value decomposition, matrix inversion, etc

我之前使用过 CSML，但这并没有实现我需要的一些功能.

I've used CSML before, but this does not implement some of the features i need.

其中一些功能是:
奇异值分解
矩阵求逆
跟踪
行列式

Some of the features are:
Singular value decomposition
Matrix inversion
Trace
Determinants

建议的图书馆(来自答案)

(其中大部分实现了上述功能)

(most of them implement the features stated above)

• 适用于 .NET、Silverlight 和 Mono 的 Math .NET 数字(开源)
• 极端优化数值库(商业，非常完成)
• IL Numerics(商业)
• Deltix 的 FinMath 数值库(商用，使用英特尔®数学核心库 (MKL) 和英特尔® 集成性能原语 (IPP))
• C#中的轻量级快速矩阵类(施特拉森算法，LU分解)

• Math .NET Numerics for .NET, Silverlight and Mono (opensource)
• Extreme Optimization Numerical Libraries (commercial, very complete)
• IL Numerics (commercial)
• Deltix's FinMath numerical library (commercial, uses the Intel® Math Kernel Library (MKL) and Intel® Integrated Performance Primitives (IPP))
• Lightweight fast matrix class in C# (Strassen algorithm, LU decomposition)

推荐答案

Math.NET Numerics 很不错, 如果它支持您想要的操作.较旧的 Math.Net Iridium 仍然支持更多选项.此外，dnAnalytics 非常好，但不再开发.(它和 Iridium 一起被合并到 Math.NET Numerics 中.)

Math.NET Numerics is very nice, if it supports the operations you want. The older Math.Net Iridium still supports more options. Also, dnAnalytics is quite nice, but no longer being developed. (It, as well as Iridium, are being merged into Math.NET Numerics.)

在商业方面，有一些非常好的、强大的选择.极端优化数值库 运行良好.Visual Numerics 库也运行良好(尽管使用基于版税的发行版...).

On the commercial side, there are some very good, robust options. The Extreme Optimization Numerical Libraries work very well. The Visual Numerics library also works very well (although with a royalty-based distribution...).

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