MKL.NET.Matrix (nuget): Performance and memory optimised matrix algebra library based on cross platform MKL.NET.  - Matrix expressions are optimised to perform intermediate calculations inplace and reuse memory. - Operations such as scale, transpose, +, * are combined into single MKL calls. - Intermediate matrices are disposed (or reused) automatically. - ArrayPool underlying memory model using IDisposable and Finalizers. - Uses the Pinned Object Heap for net5.0.
Keywords: mkl|matrix|linear|algebra|fft|rng|math|numerics|cross-platform|differentiation|integration|linear-algebra|minimum|optimization|root-finding