NMath Analysis library for the .NET platform contains classes for minimizing functions, simulated annealing, linear programming, least squares polynomial fitting, root-finding, and numerical methods for double integration. Fully-functional 30-day evaluation version available.
Vector, matrix, and complex number classes, random number generators, numerical integration, cubic spline interpolation and other high-performance functions for object-oriented numerics on the .NET platform. Interfaces to the BLAS and LAPACK.
NMath Matrix is an advanced matrix manipulation library that extends the general matrix classes of NMath Core to include structured sparse matrix classes and factorizations, general matrix decompositions, advanced least squares solutions, and solutions to eigenvalue problems. Evaluation version available.