Meta.Numerics

Meta.Numerics is a library for advanced scientific computation in the .NET Framework. It can be used from C#, Visual Basic, F#, or any other .NET programming language. It includes functionality for matrix algebra (including SVD, non-symmetric eigensystems, and sparse matrices), special functions of real and complex numbers (including Bessel functions and the complex error function), statistics and data analysis (including PCA, logistic and nonlinear regression, statistical tests, and nonuniform random deviates), and signal processing (including arbitrary-length FFTs).

What is new in this release:

Version 2.0 improves FFT, SVD, PCA, Kruskal-Wallis, logistic regression, includes more distributions and special functions.