The Numerical Algorithms Group have recently released their NAG Library for .NET. To quote:
The NAG Library for .NET contains mathematical and statistical methods developed by NAG experts to serve the growing number of application developers and users of Microsoft .NET. The methods in the library provide a convenient interface to fast and efficient algorithms that enhance application capabilities and reduce crucial development time.
As a general .NET library, this is an important addition to the set of tools that F#, C#, VB and other .NET programmers can use for math-oriented programming. (Note, if you have other math-oriented libraries that you can use with F# and you'd like me to blog about, or updated information on existing libraries, please let me know)
From the perspective of F# users, one really important thing is the inclusion of documentation describing the use of the library from F#. Here are some of the samples on the NAG site:
F# — NAG Library for .NET
A00: Licence Check Example
D01: Quadrature Example
E04: Optimization Example
Monitoring Function (e04cb example)
Internal Monitoring (e04xa example)
Some of the capabilities of the NAG library are listed on the NAG website, and included below:
The NAG Library for .NET is available for Microsoft Windows 32 and 64-bit systems.