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Math.NET Numerics

Wikipedia contributorsAdapted for Fathomly · View authors
1 min read
Source updated August 21, 2026

Math.NET Numerics is an open-source numerical library for .NET and Mono, written in C# and F#. It features functionality similar to BLAS and LAPACK.

01History

Math.NET Numerics started 2009 by merging code and teams of dnAnalytics with Math.NET Iridium. It is influenced by ALGLIB, JAMA and Boost, among others, and has accepted numerous code contributions. It is part of the Math.NET initiative to build and maintain open mathematical toolkits for the .NET platform since 2002.

Math.NET is used by several open source libraries and research projects, like MyMediaLite, FermiSim and LightField Retrieval, and various theses and papers.

02Features

The software library provides facilities for:

  • Probability distributions: discrete, continuous and multivariate.
  • Pseudo-random number generation, including Mersenne Twister MT19937.
  • Real and complex linear algebra types and solvers with support for sparse matrices and vectors.
  • LU, QR, SVD, EVD, and Cholesky decompositions.
  • Matrix IO classes that read and write matrices from/to Matlab and delimited files.
  • Complex number arithmetic and trigonometry.
  • “Special” routines including the Gamma, Beta, Erf, modified Bessel and Struve functions.
  • Interpolation routines, including Barycentric, Floater-Hormann.
  • Linear Regression/Curve Fitting routines.
  • Numerical Quadrature/Integration.
  • Root finding methods, including Brent, Robust Newton-Raphson and Broyden.
  • Descriptive Statistics, Order Statistics, Histogram, and Pearson Correlation Coefficient.
  • Markov chain Monte Carlo sampling.
  • Basic financial statistics.
  • Fourier and Hartley transforms (FFT).
  • Overloaded mathematical operators to simplify complex expressions.
  • Runs under Microsoft Windows and platforms that support Mono.
  • Optional support for Intel Math Kernel Library (Microsoft Windows and Linux)
  • Optional F# extensions for more idiomatic usage.
Watch videos about Math.NET NumericsExplainers and documentaries on YouTube (opens in a new tab)

Sources and credits

This article is adapted from the Wikipedia article “Math.NET Numerics”, written by its contributors and licensed under CC BY-SA 4.0. Fathomly has changed the layout, removed citation markers, navigation and maintenance notices, and adjusted punctuation. This adapted version is shared under the same license. For references, see the original article.

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