alglib2.dll (nuget): ALGLIB is a cross-platform numerical analysis and data processing library. It supports several programming languages (C++, C#, Pascal, VBA) and several operating systems (Windows, Linux, Solaris). ALGLIB features include:  Data analysis (classification/regression, including neural networks) Optimization and nonlinear solvers Interpolation and linear/nonlinear least-squares fitting Linear algebra (direct algorithms, EVD/SVD), direct and iterative linear solvers, Fast Fourier Transform and many other algorithms (numerical integration, ODEs, statistics, special functions)
Keywords: Statistics|Optimization|Machine-learning|Interpolation