The Bluebit .NET Matrix Library can be used to solve systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalues and eigenvectors problems, and singular value problems. Also provided are the associated matrix factorizations such as Eigen, LQ, LU, Cholesky, QR, SVD.
The above functionality is present for both real and complex matrices. Two analogous sets of classes are provided for real and complex matrices, vectors and factorizations.
While exposing an easy to use and powerfull interface, the Bluebit .NET Matrix Library does not sacrifice any performance. Highly optimized BLAS and the standard LAPACK routines are used internally providing fast execution and accurate calculations.
The whole project has been developed as a mixed mode C++ project, combining together managed and unmanaged code and delivering the best of both worlds; the speed of native C++ code and the feature-rich and the easy to use environment of the .NET Framework.