Mathematics Library User's Guide

Extreme Numerics.NET is a solid foundation for your numerical computing needs on the .NET platform. It implements a broad set of algorithms, covering a wide range of numerical techniques, including: linear algebra, numerical integration and differentiation, solving equations, complex numbers.

The classes in the Mathematics Library of Extreme Numerics.NET and the relationships between them match our every-day concepts.

The Mathematics Library contains classes for a wide range of mathematical techniques. Vector and matrix classes are described in the Vector and Matrix Library User's Guide.

The classes are organized in a consistent namespace hierarchy as follows:




Contains fundamental classes and base classes that define commonly-used mathematical data types, exception types, and delegates.


Contains classes for the numerical integration and differentiation of functions.


Contains classes for working with points, lines and curves, including polynomials and Chebyshev approximations. Techniques include curve fitting and interpolation.


Contains classes for working with generic arithmetic, including generic linear algebra.


Contains classes that implement various root finding algorithms.


Contains classes for working with vectors and matrices and matrix decompositions, and for solving systems of simultaneous linear equations and least squares problems.


Contains classes and methods for optimization of functions in one or more dimensions, including linear programming.


Contains classes and methods for one and two-dimensional discrete Fourier transforms and related functions.