The Bluebit .NET Matrix Library (NML™) provides classes for object-oriented linear algebra for the .NET platform. It can be used to solve systems of simultaneous linear equations, least-squares solutions of linear systems, eigenvalues and eigenvectors problems, and singular values problems. Also provided are the associated matrix factorizations such as Eigen, LQ, LU, Cholesky, QR, SVD.
It also supports sparse matrices and contains classes that implement high performance sparse solvers for large systems of linear equations.