C# Algebra Linear Library

Question

I'm looking for a C# linear algebra library.

I wan't to solve a homogeneous linear system with least squares minimization.

I've been trying to use some librarys but I was just able to find the trivial solution.

Any recommendations?

Answer 1

See:

• http://www.meta-numerics.net/
• http://www.mathdotnet.com/
• http://linearalgebra.codeplex.com/

They are open source too!

Answer 2

As commenter oleksii mentioned, you can use Accord.NET to achieve this as well. But you can also use its Solver extension method for that instead of manually creating a SVD:

// Suppose you have matrices A and b and would
// like to find x such that Ax = b (solve for x). 

// So you would have matrices
double[,] A = ... // matrix A
double[]  b = ... // vector b

// Then all that is necessary is to call:
double[] x = A.Solve(b, leastSquares: true);

And that is it. It also works when b is a matrix as well.

Disclaimer: I am the author of this library.