Extreme Optimization
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November 24, 2008
Version 3.1 of the Extreme Optimization Numerical Libraries for .NET Professional
has been released. This release adds support for arbitrary precision numbers, integration
in 2 dimensions and generalized linear models. It also includes a new framework for
generic arithmetic, complete with a ready-to-use vector and matrix library.
April 29, 2008
Version 3.0 of the Extreme Optimization Numerical Libraries for .NET Professional
has been released. This release adds support for 2-dimensional FFT's and multivariate
analysis techniques, including cluster analysis and principal component analysis (PCA).
February 22, 2008
The slides and
video
of our presentation at the Microsoft Lang.NET symposium are now online.
September 23, 2007
Version 2.2 of the Extreme Optimization Numerical Libraries for .NET Professional
has been released. New features include native 32 and 64 bit matrix and FFT kernels and constrained
curve fitting. Download the
60-day
evaluation version.
April 16, 2007
Version 2.1 of the Extreme Optimization Numerical Libraries for .NET Professional
has been released. New features include a sparse matrix library, a linear program solver, and
Fast Fourier Transforms (FFT's). Download the
60-day
evaluation version.
December 8, 2006
The .NET 1.1/Visual Studio 2003 edition of version 2.0 of the
Extreme Optimization Numerical Libraries for .NET Professional
has been released. Download the
60-day
evaluation version.
October 10, 2006
Version 2.0 of the Extreme Optimization Numerical Libraries for .NET Professional
has been released. Download the
60-day
evaluation version.
April 4, 2006
Version 1.1 of the Extreme Optimization Statistics Library for .NET
has been released. Download the
60-day
evaluation version.
March 3, 2006
Version 1.3 of the Extreme Optimization Mathematics Library for .NET
has been released. Download the
60-day
evaluation version.
January 23, 2006
Version 1.2 of the Extreme Optimization Mathematics Library for .NET
has been released. Download the
60-day
evaluation version.
September 26, 2005
The Extreme Optimization Statistics Library for .NET
has been released. Download the
60-day
evaluation version.
August 23, 2005
The beta version of
the Extreme Optimization Statistics Library for .NET has been
released. Download it
now!
June 22, 2005
Version 1.1 of the Extreme Optimization Mathematics Library for .NET has been released.
Read what's new and download the
60-day
evaluation version.
April 15, 2005
A new article, Floating-Point
in .NET Part 1: Concepts and Formats is now available from
the Resources section.
February 28, 2005
Extreme Optimization Mathematics Library for .NET is released. Download
a 60-day
trial version now!
January 25, 2005
The Extreme Optimization Mathematics Library for .NET is the featured tool
on
Microsoft's C# Programming website.
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Build financial, engineering and scientific applications faster
Extreme Optimization Numerical Libraries for .NET adds arbitrary precision
numbers, and a generic arithmetic framework complete with a full-featured vector/matrix
library.
The Extreme Optimization Numerical Libraries for .NET are a collection
of general-purpose mathematical and statistical classes built for the Microsoft .NET framework.
The new Version 3.1 adds support for arbitrary precision numbers, including big integers,
rationals, and floating-point numbers. It also includes a new framework for generic arithmetic,
enabling the use of arbitrary types in numerical algorithms. The framework comes with a
complete vector and matrix library, including structured matrix types and matrix decompositions
such as the LU decomposition, and the SVD.
The Extreme Optimization Numerical Libraries for .NET
is the first complete platform for technical and
statistical computing built on and for the Microsoft .NET platform
version 2.0 and later. It combines a math library, a vector and
matrix library, and a statistics library in one convenient package. A .NET 1.1
version is also available.
At a glance:
Mathematics
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Basic math: Complex numbers, solving equations in one or
more variables, numerical integration, numerical differentiation, 'special
functions'.
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BigInteger, BigRational, and BigFloat: Perform operations
with arbitrary precision.
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Curve fitting: Linear and nonlinear curve fitting, cubic
splines, polynomials, orthogonal polynomials.
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Optimization: State of the art algorithms for finding the
minimum or maximum of a function in one or more variables, linear programming.
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Fast Fourier Transforms: 1D and 2D FFT's using 100% managed or fast
native code (32 and 64 bit)
Generic arithmetic framework: Write the code once and use it
with any numerical type.
Vector and Matrix Library
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Real and complex
vectors and matrices.
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Structured matrix types: including triangular, symmetrical
and band matrices.
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Sparse matrices.
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Matrix factorizations: LU decomposition, QR decomposition,
singular value decomposition, Cholesky decomposition, eigenvalue decomposition.
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Portability and performance: Calculations can be done
in 100% managed code, or in hand-optimized processor-specific native code (32
and 64 bit).
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Generic library: Use built-in .NET types or any of the new
arbitrary precision types to do matrix calculations.
Statistics
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Data manipulation:
Sort and filter data,
process missing values, remove outliers, etc. Supports .NET data
binding.
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Statistical Models:
Simple, multiple,
nonlinear logistic, Poisson regression. Generalized Linear Models. One and two-way ANOVA.
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Hypothesis Tests
: 12 14 hypothesis tests, including
the z-test, t-test, F-test, runs test, and more advanced tests, such as the
Anderson-Darling test for normality, one and two-sample Kolmogorov-Smirnov
test, and Levene's test for homogeneity of variances.
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Multivariate Statistics:
K-means cluster analysis, hierarchical cluster analysis, principal component analysis (PCA),
multivariate probability distributions.
-
Statistical Distributions:
25
29 continuous and discrete statistical distributions, including uniform,
Poisson, normal, lognormal, Weibull and Gumbel (extreme value) distributions.
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Random numbers: Random variates from any distribution, 4
high-quality random number generators, low discrepancy sequences, shufflers.
General features
-
Broad base of algorithms
covering a wide range of numerical techniques, including: linear algebra (BLAS
and LAPACK routines), numerical integration and differentiation, solving
equations, complex numbers, and more.
-
Intuitive
object model. The classes in the Extreme Optimization
Numerical Libraries for .NET and the relationships between them match our
every-day concepts.
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Ground-breaking
usability
for numerical software development. The math itself is hard enough.
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Great
performance. We implemented the best algorithms
available today to provide you with a robust, fast toolset.
Whether you develop applications in C#, Visual Basic .NET, Managed C++, or any
of the other .NET Framework languages, the Extreme Optimization Numerical
Libraries for .NET provides the reliable foundation and
the building blocks developers need.
New in version 2.1:
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Sparse Matrix Library.
Efficiently calculate with huge, sparse matrices.
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Linear Programming.
Our dense LP solver is second to none.
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Fast Fourier Transforms. Compute 1-dimensional FFT's using
managed or native code.
New in version 2.0:
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Matrix Debugger Visualizer. Inspect the elements of a
matrix at debug time in table form. (screen shot)
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Generic interfaces.
For example, all collection classes support the appropriate IList<T>
interface.
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New structured matrix types.
Perform calculations on band matrices and diagonal matrices more
efficiently.
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Sort and filter data.
New methods give you complete control of which observations are
included in your statistical calculations.
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Logistic Regression.
Predict binary outcomes in terms of one or more variables.
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Nonlinear Regression. An extension of our nonlinear curve
fitting classes that gives you full access to the statistical properties of
your model.
A fully functional 60 day trial version is now available. Download
it here, or order today.
Copyright 2004-2008,
Extreme Optimization. All rights reserved.
Extreme Optimization, Complexity made simple, M#, and M
Sharp are trademarks of ExoAnalytics Inc.
Microsoft, Visual C#, Visual Basic, Visual Studio, Visual
Studio.NET, and the Visual Studio Logo are registered trademarks of Microsoft Corporation