Calculate implied volatility

first post: thelearneruk wrote: Is it possible to use Math.Net to compute implied volatility given ...

Noncentral StudentT.InvCDF

first post: SimpleDavid wrote: I am attempting to calculate the Inverse CDF of the Student T distr...

Neural Net speed up

first post: Markiemarkus wrote: Am having a bit of trouble trying to figure out how to use MNNumeri...

Eigenvalues / Eigenvector

first post: schaf82 wrote: Hallo all, I looked into Math.NET for usage in my Research. More s...

latest post: schaf82 wrote: Hallo Christoph, How can I tell? I have downloaded the "RECOMMENDE...

.NET Core

first post: Tragetaschen wrote: Are there already plans to support the .NET Core framework introduc...

latest post: Tragetaschen wrote: I have created a proof-of-concept PR (#265) that creates DLLs for a...

matrix exponential

first post: Bruecknert wrote: how can i get the exponential from a matrix - cant find the functio...

latest post: Bruecknert wrote: Hello cdrnet - yes this is the Function i want to use... Now i have...

Mean replacement (matlab)

first post: devil69 wrote: hello togehter, i tried a lot, but i could find any solution for ...

latest post: cdrnet wrote: Just for reference: MATLAB mean docs.

The result of SVD of Math.Net seems different from Matlab

first post: nbdxkfq wrote: Hi, I tried to move some of my code from matlab to C#, but got a pr...

latest post: cdrnet wrote: Both seem to be correct. Only the singular values are uniquely dete...

answered by: cdrnet wrote: Both seem to be correct. Only the singular values are uniquely dete...

Sparse matrix performance

first post: wo80 wrote: Just wanted to share some of the sparse matrix routines I use. Most...

latest post: wo80 wrote: I needed a fast Kronecker product for sparse matrices recently, so ...

answered by: cdrnet wrote: That's a massive speedup, thanks a lot for sharing this! It is tra...

Error Message in Cholesky Factorization

first post: burak11 wrote: I am trying to calculate Cholesky factorization of a sparse 320 by ...