NMath

NMath contains vector, matrix, and complex number classes, integration, sparse matrix, linear programming, quadratic programming, nonlinear programming, least squares, polynomials, minimization, factorizations (LU, Bunch-Kaufman, and Cholesky), orthogonal decompositions (QR and SVD), advanced least squares classes (Cholesky, QR, and SVD), generalized singular value decomposition, Box-Cox transformation, Runge-Kutta ODE solver, optimization, solver, root-finding, curve-fitting, random number generation from various probability distributions the uniform, normal, Poisson, gamma, binomial, exponential, Pareto, and log normal distributions, sparse matrix classes (general, triangular, symmetric, Hermitian, banded, tridiagonal, symmetric banded, and Hermitian banded). Complete data visualization including customizable charts of all the major numerical objects.