DotNumerics (nuget): DotNumerics includes a Numerical Library for .NET. The library is written in pure C# and has more than 100,000 lines of code with the most advanced algorithms for Linear Algebra, Differential Equations and Optimization problems. The Linear Algebra library includes CSLapack, CSBlas and CSEispack, these libraries are the translation from Fortran to C# of LAPACK, BLAS and EISPACK, respectively.  Features.  Linear Algebra (CSLapack, CSBlas and CSEispack). Systems of linear equations, eigenvalue problems, least-squares solutions of linear systems and singular value problems.    Differential Equations. Initial-value problem for nonstiff and stiff ordinary differential equations ODEs (explicit Runge-Kutta, implicit Runge-Kutta, Gear’s BDF and Adams-Moulton).    Optimization. Unconstrained and bounded constrained optimization of multivariate functions (L-BFGS-B, Truncated Newton and Simplex methods).
Keywords: C#