meta numerics

Math Reference Sites

  • Digital Library of Mathematical Functions: A special function reference site that aims to be the next-generation Abromowitz & Stegun.
  • Mathworld: Eric Weisstein's encylopedia of math topics. Not as well-maintained as it once was, but still a useful compliment to Wikipedia.
  • Wolfram Functions: A compendium of properties of special functions.

Other .NET Numerical Libraries

  • Math.NET: Another free .NET library, probably our closest competitor. Offers some interpolation and matrix functionality that we lack, lacks some data wrangling, statistics, fitting, special function, and solver functionality that we offer.
  • Extreme Optimization: A commercial library with a well-organized API and a lot of functionality. Retails for about $1000/developer.
  • NMath: A commercial library with a lot of functionality and a not-so-organized API structure. Retails for about $1300/developer.
  • IMSL C#: A commercial library with a pedigree stretching back to the 1970s which has now been ported to .NET.

Notable Numerical Libraries On Other Platforms

  • GNU Scientific Library: A C library maintained since the 1990s.
  • MPMath: A python library for computing special functions to arbitrary precision.
  • LAPACK: The standard linear algebra library, in FORTRAN.

People

  • William Kahan(Wikipedia, Academic): The father of floating point.
  • Fredrik Johansson (Personal): Developer of mpmath and arb.
  • David Borwein (Wikipedia), Jonathan Borwein (Wikipedia, Academic), and Peter Borwein (Wikipedia): Pioneers in experimental mathematics.
  • Donald Knuth (Wikipedia, Academic): Expositor of algorithms extraordinaire.
  • M. J. D. Powell (Wikipedia): Originator of nearly every modern derivative-free optimization algorithm.

Papers