问题
I'm looking for a C# linear algebra library.
I wan't to solve a homogeneous linear system with least squares minimization.
I've been trying to use some librarys but I was just able to find the trivial solution.
Any recommendations?
回答1:
See:
- http://www.meta-numerics.net/
- http://www.mathdotnet.com/
- http://linearalgebra.codeplex.com/
They are open source too!
回答2:
As commenter oleksii mentioned, you can use Accord.NET to achieve this as well. But you can also use its Solver extension method for that instead of manually creating a SVD:
// Suppose you have matrices A and b and would
// like to find x such that Ax = b (solve for x).
// So you would have matrices
double[,] A = ... // matrix A
double[] b = ... // vector b
// Then all that is necessary is to call:
double[] x = A.Solve(b, leastSquares: true);
And that is it. It also works when b is a matrix as well.
Disclaimer: I am the author of this library.
来源：https://stackoverflow.com/questions/8563124/c-sharp-algebra-linear-library