Math.NET Numerics
Numerics is the numerical foundation of the Math.NET project, aiming to provide methods and algorithms for numerical computations in science, engineering and every day use. Covered topics include special functions, linear algebra, probability models, random numbers, interpolation, integral transforms and more.Math.NET Numerics targets Microsoft .Net 4.0 and Mono, and in addition to a purely managed implementation will also support native hardware optimization.