dnAnalytics is a numerical library for the .NET Framework licensed under the Microsoft Public License. The library is written in C# and is available as a fully managed library, or as a native version that uses the Intel® Math Kernel Library (MKL). The native version of dnAnalytics provides significantly better performance when working with large sets of data. dnAnalytics is compatible with .NET 2.0 or later, and Mono. The managed version will run on a Windows XP or newer, and any platform that supports Mono. The native version supports 32bit and 64bit versions of Windows XP or newer, and 32bit and 64bit versions of Linux.
http://www.codeplex.com/dnAnalytics
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