C# linear algebra library

Question

Is there stable linear algebra (more specifically, vectors, matrices, multidimensional arrays and basic operations on them) library for C#?

Search yielded a few ope

Answer 1

Few weeks ago I found a new c# library FinMath contains implementations of many various methods and techniques including basic linear algebra, such as:

1. Vector and Matrix implementations (easy to use high-level interfaces covering most of all BLAS functionality)
2. Algorithms of matrix factorizations (LU, QR, SVD, Cholesky).

And many other useful things like statistics, factor and cluster analysis, linear and quadratic programming solver and etc.

Unfortunately, it's not free, but it's extremely fast, because it uses MKL for most complex computations and at the same time it distributed as single library supports both 32bit and 64bit modes and requires no special maintenance to use, like taking care about native libraries.