DotNumerics, AlgLib, dnAnalytics, Math.net, F# for Numerics, Mtxvec?

Question

I’ve been searching Google and Stack Overflow like crazy for days and have yet to find any recent, completely relevant information to answer the following question:

Answer 1

F# for Numerics is a product of my company, written in 100% F#. Our emphasis is on general techniques (everything from FFTs to random number generation) and not specifically linear algebra although basic linear algebra routines are provided (Cholesky, LU, QR, SVD on various matrix/element types) and we are particularly interested in ease of use from F#.

If you're after the full breadth of LAPACK then my recommendations are Alglib if you're on a budget or Extreme Optimization if you can afford it. Alglib is entirely managed code with an, umm, "quirky" API so it is relatively slow to run and cumbersome to use. Extreme Optimization is a nicer API wrapping the Intel MKL and some extra routines so it is easier to use and much faster to run.

I should warn you that the general quality of .NET libraries (free, commercial and even the framework itself) is comparatively poor if you are coming from an open source background. I tried many of the other libraries that you mentioned and was not at all impressed with them.