C # Linear Algebra Library

Question

I am looking for a C # linear algebra library.

I did not solve a homogeneous linear system with minimization of least squares.

I am trying to use some libraries, but I just managed to find a trivial solution.

Any recommendations?

Answer 1

Cm:

• http://www.meta-numerics.net/
• http://www.mathdotnet.com/
• http://linearalgebra.codeplex.com/

They are also open source!

Answer 2

As oleksii commentator noted, you can use Accord.NET to achieve this. But you can also use the Solver extension method to do this instead of manually creating the SVD:

// Suppose you have matrices A and b and would // like to find x such that Ax = b (solve for x). // So you would have matrices double[,] A = ... // matrix A double[] b = ... // vector b // Then all that is necessary is to call: double[] x = A.Solve(b, leastSquares: true); 

And it's all. It also works when b also a matrix.

Disclaimer: I am the author of this library.