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Developers in .NET environment who program in C#, Visual Basic, Visual C++ or F# can now incorporate the methods from NAG's (Numerical Algorithms Group) extensively tested and comprehensively documented numerical library.
The NAG Library for .NET contains mathematical and statistical methods developed by NAG experts and can be used to include fast and efficient algorithms that enhance application capabilities and reduce development time.
The Library includes areas such as optimization, curve and surface fitting, FFTs, interpolation, linear algebra, wavelet transforms, quadrature, correlation and regression analysis, random number generators and time series analysis. It also incorporates extensive documentation and references, and makes this available from the Visual Studio help systems, to enable users to fully understand the usage of the methods and to guide them to the most appropriate method for the solution of their problem.
NAG is a not-for-profit organisation developing numerical and technical software with close links with academic institutions and industry.
For more information: http://www.nag.co.uk/numeric/DT/DTdescription.asp
Further reading
NAG for GPGPU
New number crunching library - NAG C Mark 9
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