I'm looking for a good numerical library in C#. So far I've found the following:
- Extreme Optimization - Looks nice, documentation a little weak. Seems rather expensive for the amount of functionality it supplies. Also, source code is only available for large licenses (with an extra payment).
- Visual Numerics IMSL - From references I found on the internet, it seems to be the most popular, and certainly the longest on the market (the company is 35+ years old). They also propose a very large range of functions. But they seem to only support .NET 1.1 !!! And what's more, their last version was released only last June, so it's not that they are about to release any .NET 2.0 version anytime soon. Besides the fact that I work only with .NET 2.0, I really don't tend to like products from companies that are so slow they can't follow the market on time.
- NMath - Looks very promising. They also provide a means of purchasing only packages with what you need, and give you full source code without additional charge. I'm just curious about the company, who'se been around for only 4 years or so (compared to Visual Numerics).