dnAnalytics Numerical Library 0.2

dnAnalytics currently provides two open source libraries, our Numerical Library and our Native Library Interface. The dnAnalytics Numerical Library is a free numerical library for the .NET Framework. The library is written in C# and is available as a fully managed library, but also provides an interface to native BLAS and LAPACK libraries.

The native interface is compatible with ATLAS/ CLAPACK, Intels MKL, and AMDs ACML. The library is compatible with Mono and has been tested on Windows, and various Linux distributions. The current release includes matrix, vector and complex number classes, and support for basic linear algebra routines (such as LU, Cholesky, QR, Levinson, and SVD). We will be adding optimization, calculus, random number, statistical, option pricing, genetic programming, and neural network components in the future.

Our Native Library Interace (NLI) provides a managed interface to native numerical libraries. Currently, it wraps all of the BLAS routines and the most commonly used LAPACK routines from ATLAS, CLAPACK, Intels Math Kernal Library, AMDs ACML. More LAPACK routines and additionaly libraries will be wrapped in the future.

Both libraries are and will always be licensed under a BSD license.

We also offer utilities built upon our numerical library. Our NVAR utility estimates near Vector Auto-Regression (NVAR) models and generates impulse response functions with confidence bands.