Using the Math.NET library
Instead of implementing your own functions for numerical support, there is an excellent library called Math.NET. It's an open-source library covering fundamental mathematics such as linear algebra and statistics.
The Math.NET library consists of the following libraries:
- Math.NET numerics: Numerical computing
- Math.NET neodym: Signal processing
- Math.NET linq algebra: Computer algebra
- Math.NET yttrium: Experimental network computer algebra
In this section, we'll look at Math.NET numerics, and see how it can help us in our F# programming. First, we need to make sure that Math.NET is installed on our system.
Installing the Math.NET library
The Math.NET library can be installed using the built-in Package Manager.
- Open the Package Manager ...
Get F# for Quantitative Finance now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
