As far as I known, there are are numpy and scipy for python.
Are there similar libs for F#?
Thanks.
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As far as I known, there are are numpy and scipy for python.
Are there similar libs for F#?
Thanks.
There are good commercial math libraries in .Net (you can use google to find them).
For free ones, Math.Net is the best available. However, its development has been paused for a long time.
Anyway, the .Net libraries usually have C# friendly interface. You need to do a wrapper in F# to use them conveniently.
I use F# Math Providers, which is a PInovke wrapper to LAPACK. You can use either the free netlib lapack implementation or INTEL MKL. The inner part of this wrapper is analyzed here.
For more reference, I have written an F# matrix series in my blog.