Random number generation in NMath.
New version adds classes for solving nonlinear programming problems using the Stochastic Hill Climbing algorithm.
NMath provides numerical components for math, financial, engineering and scientific applications on the .NET platform. It includes general vector and matrix classes, complex number classes, random number generators, numerical integration and differentiation mathematical methods.
Updates in V6
- Upgraded to Intel MKL 11.1 Update 3 with resulting performance increases.
- NMath linear programming, nonlinear programming and quadratic programming classes are now built on the Microsoft Solver Foundation (MSF). The Standard Edition of MSF is included with NMath.
- Added classes for solving nonlinear programming problems using the Stochastic Hill Climbing algorithm, for solving quadratic programming problems using an interior point algorithm, and for solving constrained least squares problems using quadratic programming methods.
- Added support for MKL Conditional Numerical Reproducibility (CNR).
- Added Adaptive Bridge technology to NMath Premium edition, with support for multiple GPUs, per-thread control for binding threads to GPUs, and automatic performance tuning of individual CPU–GPU routing to insure optimal hardware usage.
About CenterSpace Software
CenterSpace Software was founded in December, 2002. Its mission is to develop enterprise class numerical component libraries for the .NET platform. The team has extensive experience developing high-performance, analytic software tools. The NMath Suite from CenterSpace Software provides building blocks for mathematical, financial, engineering, and scientific applications on the .NET platform. CenterSpace has customers in 48 countries around the world, primarily in financial, engineering, scientific, and academic markets.