What's New in Version 4.0

General features

Full .NET 4.0 Support. Including samples and projects for Visual Studio 2010.
Full F# 2.0 Support. Including more than 50 new samples.
Multi-Core Ready. Many algorithms have been parallelized using the .NET Task Parallel Library.

Many algorithms have been parallelized.
New FunctionMath class that contains static extension methods for solving equations, optimization, numerical integration and differentiation of functions encapsulated as delegates.
Iterative algorithms have been streamlined.
Vastly improved performance of linear program solver by several orders of magnitude.
Implemented Parse/TryParse and decimal conversions on BigFloat.
Performance improvements of up to 6x for BigInteger and BigFloat.
We’ve added the most common window functions used in signal processing.
New elementary functions: Clip (reduce to interval), fast IsNaN and IsFinite (up to 50x faster on some architectures), Sqrt1pxm1 (accurate square root of numbers close to 1).
New special functions: Dawson’s integral, elliptic integrals, Fresnel functions, hypergeometric functions, Riemann zeta function.

The pure .NET linear algebra kernel has been parallelized.
The Vector and Matrix classes contain methods in System.Math and some elementary functions applied to vectors and matrices, respectively.
Fill-reducing column ordering for sparse LU and Cholesky decompositions.
Vectors and the rows or columns of matrices can be sorted.
Min, Max, AbsoluteMin and AbsoluteMax methods have an overload that adds an out parameter for the index of the extreme value.
Improved performance of some managed level 2 and level 3 BLAS routines by up to 50%.
New ComposedComplexVector and ComposedComplexMatrix classes to efficiently represent vectors and matrices whose real and imaginary components are stored in real vectors and matrices.