Advanced .NET math library (PCL).

• MathCore - base library, contains the following features: complex numbers, fractions, complex polynomials, unit conversion, coordinate system conversion, numeric utils and some extensions for Math class.
• MathCore.LinearAlgebra - linear algebra extension for math core, contains the following features: complex matrices, eigen problem solver, bunch operations with matrices (concat, add, sub, mult, rise to power, multiply, sqrt, inverse, trace, determinant and etc.).
• MathCore.NumericalAnalysis - numeric analysis extension for math core, contains the following features: equation solver, interpolation, numeric integration, optimization.
• MathCore.SpecialFunctions - special functions extension for math core, contains the following features: calculating of error functions and etc.
• MathCore.Statistics - statistics extension for math core, contains the following features: distribution (normal, uniform, exponential), calculation of mean, mode, correlation, standard deviation and etc.
• MathCore.Optimization - optimization extension for math core, contains implementation of simple genetic algorithm and cellular genetic algorithm.
• MathCore.ExpressionsBase - base library, which allow from usual string make expression tree to be able evaluate math expression of any level of complexity.
• MathCore.ComplexExpressions - extension for expression base library, which adds support complex numbers in expressions.
• MathCore.ComplexExpressions.Extensions - sets of functions and constants for complex expressions library.

How to initialize expression tree builder:

var targetAssembly = Assembly.LoadFrom("TAlex.MathCore.ComplexExpressions.Extensions.dll");

var constantFactory = new ConstantFlyweightFactory<object>();
constantFactory.LoadFromAssemblies(new List<Assembly> { targetAssembly });

var functionFactory = new FunctionFactory<object>();
functionFactory.LoadFromAssemblies(new List<Assembly> { targetAssembly });

var expressionTreeBuilder = new ComplexExpressionTreeBuilder
{
    ConstantFactory = constantFactory,
    FunctionFactory = functionFactory
};

How to use expression tree builder:

var tree = expressionTreeBuilder.BuildTree("abs(2+4.1i)*9i");
object actual = tree.Evaluate(); // 41.0562...

tree = expressionTreeBuilder.BuildTree("integ(sin(x)**x, 0, 100, x)");
actual = tree.Evaluate(); // 7.4990012... + 0.13462383i...

tree = expressionTreeBuilder.BuildTree("lsolve({2, 3; 5i, 14}, {2; -1})+10");
actual = tree.Evaluate(); // {10.860258 + 0.46085233i; 10.093162 - 0.30723489i}

Unit conversion example:

var value = UnitConverter.Convert(23, Length.Inch, Length.Centimeter); // 58.42

Matrix multiplication:

var a = new CMatrix(new Complex[,] { {2, 3}, {5, 8} });
var b = new CMatrix(new Complex[,] { {1, 1}, {18, -1} });

var result = a * b; // {56, -1; 149, -3}

Install-Package TAlex.MathCore
Install-Package TAlex.MathCore.LinearAlgebra
Install-Package TAlex.MathCore.NumericalAnalysis
Install-Package TAlex.MathCore.SpecialFunctions
Install-Package TAlex.MathCore.Statistics
Install-Package TAlex.MathCore.Optimization
Install-Package TAlex.MathCore.ExpressionsBase
Install-Package TAlex.MathCore.ComplexExpressions
Install-Package TAlex.MathCore.ComplexExpressions.Extensions

MathCore is under the MIT license.