Extreme Optimization Numerical Libraries released

Build financial, engineering and scientific applications.
December 12, 2013
Press Release

Extreme Optimization Numerical Libraries for .NET is a collection of general-purpose mathematical and statistical classes. It provides a complete platform for technical and statistical computing built on and for the Microsoft .NET platform. It combines a math library, a vector and matrix library and a statistics library in one convenient package.



  • Parallelism - Seamless parallelism using the .NET Task Parallel Library.
  • Basic Math - Complex numbers, decimal math, special functions like Gamma and Bessel functions, numerical differentiation.
  • Automatic Differentiation - Eliminate tedious and error-prone manual derivative calculations.
  • Solving Equations - Solve equations in one variable or solve systems of linear or nonlinear equations.
  • Curve Fitting - Linear and nonlinear curve fitting, cubic splines, polynomials and orthogonal polynomials.
  • Optimization - Find the minimum or maximum of a function in one or more variables, linear programming (LP), mixed integer programming (MIP), quadratic programming (QP) and nonlinear programming (NLP).
  • Numerical Integration - Compute integrals over finite or infinite intervals.
  • Fast Fourier Transforms - 1D and 2D FFT's using 100% managed or fast native code (32 and 64 bit).
  • BigInteger, BigRational and BigFloat - Perform operations with arbitrary precision.
  • Generic Arithmetic Framework - Write the code once and use it with any numerical type.

Vector and Matrix Library

  • Real and complex vectors and matrices.
  • Single and double precision for elements.
  • Structured matrix types including triangular, symmetrical and band matrices.
  • Sparse matrices.
  • Iterative sparse solvers and pre-conditioners.
  • Matrix factorizations including LU decomposition, QR decomposition, singular value decomposition, Cholesky decomposition and eigenvalue decomposition.
  • Calculations can be done in 100% managed code, or in hand-optimized processor-specific native code (32 and 64 bit).
  • Use built-in .NET types or any of the new arbitrary precision types to do matrix calculations.


  • Data Manipulation - Sort and filter data, process missing values and remove outliers.
  • Statistical Models - Simple, multiple, nonlinear, logistic, Poisson regression, generalized linear models and one and two-way ANOVA.
  • Time Series Models - ARIMA and GARCH.
  • Multivariate Statistics - K-means cluster analysis, hierarchical cluster analysis, principal component analysis (PCA) and factor analysis.
  • Statistical Distributions - 37 continuous and discrete statistical distributions, including uniform, Poisson, normal, lognormal, Weibull and Gumbel (extreme value).
  • Hypothesis Tests - Z-test, t-test, F-test, runs test and other advanced tests, including the Anderson-Darling test for normality, one and two-sample Kolmogorov-Smirnov test, Levene's test for homogeneity of variances, Ljung-Box test for auto-correlation and the Kruskal-Wallis test.
  • Random Numbers - Random variates from any distribution, 4 high-quality random number generators, low discrepancy sequences and shufflers.

About Extreme Optimization

Extreme Optimization was founded in 2003 with the goal of bringing numerical computing to the .NET platform. Their Numerical libraries are designed and built around the principles of robustness, ease of use, extensibility and performance. They are a Microsoft Visual Studio Industry Partner.

Curve fitting sample.

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