The Numeric Algorithms Group (NAG) has released the NAG Library for .NET , a numeric library for programmers who develop applications in Microsoft's .NET environment and program in C#, Visual Basic, Visual C++ , or F#.
The library provides algorithms in 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. The library also incorporates extensive documentation and references, and makes this available from the Visual Studio help systems.
The NAG Library for .NET is available for Microsoft Windows 32-bit and 64-bit systems. Trial versions of the NAG Library are available here.