Performs computations associated with matrices: Solves systems of linear equations, finds sum, difference, product, determinant, trace, inverse, adjoint, transpose, eigenvalues, eigenvectors, LU factors, QR factors, tests for definiteness, etc.
The Bluebit .NET Matrix Library provides classes for object-oriented algebra. Solves systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalues and eigenvectors problems, and singular value problems.