dnAnalytics + Iridium = Math.NET Numerics

You may have wondered why the Math.NET Iridium development has stopped abruptly almost two months ago. Luckily this is not entirely true, in the last few weeks the .Net numerics library has progressed well - but at a different place:

Math.NET Iridium is being merged with dnAnalytics, resulting in a new project named Math.NET Numerics

What does that mean for existing Math.NET Iridium users?

  • Higher development momentum and larger user community (as a direct result of merging two projects).

  • Better algorithm and code quality by picking the best of each project and simply by having new highly skilled developers on board.

  • New opensource license model: MIT/X11. This is a very open license similar to the so called New BSD License. This model is much less restricting than the previous LGPL and is (to my knowledge) source-compatible to a wide range of licenses including all GPL-based licenses and the Microsoft opensource licenses, too.

  • Some API changes. This is unavoidable since we try to integrate the best of both dnAnalytics and Iridium. At the same time this is a good chance to throw out some old designs that have shown to be improvable and replace them with better approaches. However, we try hard to keep migration as smooth as possible.

  • In addition to the completely self-contained managed implementation, we'll profit from the dnAnalytics experience with parallelized and native optimizations (MKL, ACMS, CUDA etc) and will therefore provide optional wrappers around native libraries which provide significantly better performance when working with large data sets.

  • Again thanks to the dnAnalytics experience, you can expect better F# support, even though the library is still written in C#.

  • Although Iridium did support sparse linear algebra for a very short time, we had to remove it due to several issue. You can expect Math.NET Numerics to finally support sparse linear algebra in a clean way.

You'll find the new Math.NET Numerics discussion board and tracker at CodePlex and the current sources at Github (subversion mirror at google). The full portal website and wikis etc. will be available in a few weeks. Feel free to post your ideas, feedback or even fork the repository at github to contribute code to the project (note that we will completely reorganize the project structure until mid August).

We'll let you know here and on Twitter as soon as we reach a first milestone and have an api preview ready.

(Migrated Comments)

Joannes Vermorel, August 3, 2009

Congratulations! Sparse linear algebra is really a nice move (I am sorry I had not been able to push it forward at the time).

Alexey Zakharov, October 23, 2009

Good news! C# really needs such library in stable version.