High-performance Math library for .NET /C# and Java [closed]

Question

We currently have a high-performance scientific application written in C++ that makes use of Intel Math Kernel Library.

We are considering writing a benchmark application written in Java and .NET/C# to compare the performance difference. To do that, we also need a good (commercial is preferred) math library for both. Does anyone know of any math equivalent library for Java/C#?

As a sidenote: C++ has Intel TBB library to help with multithreading. Does .NET/C# and Java have something equivalent?

Answer 1

Lol..why didnt I think of this before?

Just use Intel MKL Math library in Java and .NET!

See the following links:

• Using MKL in Java app
• How to use MKL with Java
• Using MKL in C#
• MKL 10.2 update
• MKL in depth

Answer 2

I can help with C#:

Here is another SO question that discusses various C# math libraries

And you can take a look at PLINQ for C# multithreading help.

Answer 3

For java:

http://acs.lbl.gov/~hoschek/colt/

Hope it helps.

Answer 4

Math.NET Numerics supports Mono

Answer 5

ALGLIB is a cross-platform numerical analysis and data processing library. And it is free - ALGLIB is distributed under a GPL license (version 2 or later). It contains:

Differential equations

Linear equations

Matrix and vector operations, Eigenvalues and eigenvectors

Numerical integration, Interpolation and fitting, Optimization

FFT, convolution, correlation

Statistics: general algorithms, Hypothesis testing

Data analysis: classification, regression, other tasks

Special functions

Answer 6

SuanShu is a large collection of numerical algorithms. It is well supported. It has both a Java and a FREE C# versions.