NMath

Made for professional use, NMath represents a library with fundamental mathematical classes developed for the .NET platform. It supports basic math tools, linear algebra, and functions. It can be integrated with .NET standard libraries, including ADO.NET.

The only notable aspect about the setup operation is that you must have .NET Framework 4.0 installed. It contains examples for Visual Studio 2010, 2012 and 2013, user documentation, along with 32-bit and 64-bit assemblies.

The software application features classes for complex numbers (single and double precision), general vectors, regular, structured sparse and general sparse matrices, factorization, general matrix decomposition, least square solutions, Fast Fourier Transforms (FFTs), and random number generators (e.g. probability distribution, independent streams with skip-ahead and leapfrog methods, quasi-random sequences with Niederreiter and Sobol methods).

Other basic math functions are reserved for linear convolution and correlation, as well as factorial, binomial, gamma, Bessel, elliptic integrals, and others.

When it comes to linear algebra, the utility supports vector and matrix classes (single- and double-precision floating point and complex numbers), slice- and range-based indexing, structured sparse matrix classes (e.g. triangular, symmetric, tri-diagonal, symmetric banded), functions for performing conversions between general matrix and structured sparse matrix mode, and so on.

Make sure to read the complete documentation. The tool's functionality can be extended with NMath Stats, which throws additional components into the mix.