We have an application that stores a sparse matrix. This matrix has entries that mostly exist around the main diagonal of the matrix. I was wondering if there were any efficie
I haven't used it, but Nmath Matrix handles these (not free).
Also, Extreme Optimization Numerical Libraries for .NET (not free).
Here's a free one: Math.NET Project (specifically MathNet.Numerics.LinearAlgebra.Sparse namespace)