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Gamanti
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Joined: February 25th, 2003, 7:30 pm

Numerical Libraries for .NET

March 8th, 2005, 2:34 pm

Hi guys,I am looking for a good Freeware/Commercial Numerical Library to use in VB.NETI am a little tired to reinvent the wheel whenever I need to work with numbers.I'm looking for something that handles linear algebra, some time-series analysis/NonLinear Econometrics/simulation tools.I've seen a number of commercial products out there, is there any of them you would recommend?Regards,GPS: I already searched the messageboard and I didn't find anything suitable......
 
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royaltiger
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Numerical Libraries for .NET

March 8th, 2005, 8:35 pm

Hi G,take a look at www.webcabcomponents.com/dotNET/index.shtmlNot sure if it's exactly what you're looking for but Dr. Ben is pretty amenable to requestsDavid
 
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haymo
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Numerical Libraries for .NET

October 9th, 2007, 9:51 pm

IMSL (visual numerics), dnanalytics, extremeoptimization, Matlab .NET, BlueBit, NMath (Centerspace), or ILNumerics.Net
 
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DrBen
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Numerical Libraries for .NET

October 11th, 2007, 8:13 am

Quote...some time-series analysis/NonLinear Econometrics/simulation tools...I try to be "amenable" and on this note I have a time-series Component I use in-house (and used by 3rd Party ISVs .NETCharting product) which could we wired up with\ non-linear regression analysis (Levenberg - Marquardt algorithm withANOVA analysis). I mentioned this because I am not aware of such time series functionality for the .NET platform availableon the open market. PM me if interested.QuoteI am a little tired to reinvent the wheel whenever I need to work with numbers.I could not agree more. For me the distribution of quantitative finance and numerical techniques within softwareComponents, is a more natural and convenient medium than paper textbooks.
Last edited by DrBen on October 10th, 2007, 10:00 pm, edited 1 time in total.
 
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Cuchulainn
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Numerical Libraries for .NET

October 11th, 2007, 8:58 am

QuoteI try to be "amenable" and on this note I have a time-series Component I use in-house (and used by 3rd Party ISVs .NETCharting product) which could we wired up with\ non-linear regression analysis (Levenberg - Marquardt algorithm withANOVA analysis). What is the performance of this C# component, relative to C++?In my experience C# is [20, 30]% slower.BTW I find C# to be a well-designed language, but my preference is to use it for GUI and C++ for the number-crunching (the rationale being that C++ is fast, ISO standard and hence future-proof If I invest in C#, how can I be assured that it will be around later?
Last edited by Cuchulainn on October 10th, 2007, 10:00 pm, edited 1 time in total.
 
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DrBen
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Numerical Libraries for .NET

October 11th, 2007, 9:48 am

QuoteWhat is the performance of this C# component, relative to C++?No idea, I have not implemented it in C++, we have a Java implementation whose performance is almost identical.QuoteIf I invest in C#, how can I be assured that it will be around later?C# in particular, and .NET in general will be core technologies of the entire Windows platform for the next10-15 years at least. Hence, you are future proofed for at least typical IT coding career duration. I see theproblem of future proofing on the C++ side since it is reasonable to expect in 10 years to have staff whocan program in C#, but I am not so sure about C++.
 
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Cuchulainn
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Numerical Libraries for .NET

October 11th, 2007, 10:40 am

QuoteC# in particular, and .NET in general will be core technologies of the entire Windows platform for the next10-15 years at least. Hence, you are future proofed for at least typical IT coding career duration. I see theproblem of future proofing on the C++ side.This is speculation. I think 10 years is an absolute upper limit. C# is a traditional OO language, so anything is possible. OO is not for mega systems.Quoteit is reasonable to expect in 10 years to have staff who can program in C#, but I am not so sure about C++Based on my own experience I would not necessarily agree with either of these statements. There are many C++ programmers in their thirties, some in their 40's and one or two in fifties. Not a problem.
Last edited by Cuchulainn on October 10th, 2007, 10:00 pm, edited 1 time in total.
 
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DrBen
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Numerical Libraries for .NET

October 11th, 2007, 12:10 pm

It is the job of every executive the talk up the prospect of their industry and talk up their place in that industry....Considered porting your books from C++ to .NET and/or Java?
Last edited by DrBen on October 10th, 2007, 10:00 pm, edited 1 time in total.
 
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Cuchulainn
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Numerical Libraries for .NET

October 11th, 2007, 12:24 pm

QuoteOriginally posted by: DrBenConsidered porting your books from C++ to .NET and/or Java?Good idea, in fact C# is what we are working on. But not for everything, for example parallel processing can only be done in C++, really. C# is nice for the desktop (what Java is not), but Java seems to be good for distributed processing, what C# is not.Again, performance can be key. Would there ever be a reason for writing a MC framework in C#?
Last edited by Cuchulainn on October 10th, 2007, 10:00 pm, edited 1 time in total.