Extreme Optimization Numerical Libraries for .NET versions

This app allows you to build financial, engineering and scientific applications
5.1
Nov 10, 2021
Review
5.0
Jun 30, 2013
Review
4.2
Jan 23, 2012
Review
4.1
Aug 15, 2011
4.0
Dec 5, 2010
3.6
Mar 15, 2010
3.5
Nov 27, 2009
3.1
Jan 29, 2009

What's new

v5.0 [Jun 30, 2013]
Math library
- Support for quadruple precision numbers with up to 34 digits, including our full vector and matrix library. Real and complex numbers are supported.
- Smoothing cubic splines, monotonicity preserving splines.
- Nonlinear curve fitting for arbitrary domains, including surface fitting.
- Improved Quadratic Programming solver.
Vector and Matrix Library
- Optimized elementary functions on vectors and matrices.
- Reshaping operations on vectors and matrices.
- Support for F# 3.1 indexing and slicing.
Statistics Library
- GARCH models (Generalized AutoRegressive Conditional Heteroskedasticity).
- Regularized linear regression models: Ridge regression, LASSO and elastic net.
- Cumulative multivariate normal distribution.
- Hyperbolic and Inverse Gaussian distribution.
- Post hoc tests for one-way ANOVA: Tukey, Tukey-Kramer, Scheffé, Fisher-Hayter
- Ljung-Box test for autoregression.

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