Math.NET Numerics
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46 votes

Add Rotation Matrix and Vector classes for 2D, 3D and generic sized spaces
2D and 3D calculations could benefit from optimized functions for Rotation Matrices, 2D and 3D vectors, Solving for Transformation or Rotation Matrices, using Quaternions, and more.
42 votes 
Add primality test
Add a fast primality test, for example based on MillerRabin or similar efficient method.
3 votes 
Add stochastic processes
Almost all modern financial analysis are built around stochastic processes. There are many processes, some general like time series and some more specific. It would be very useful for people working in the finance field.
20 votes 
Solve a system of nonlinear equations
aka fsolve of matlab
27 votes 
6 votes

6 votes
spike in a fork

1 vote

AddSubMatrix
For FEM analysis the AddMatrix method is very useful. In opposite to SetMatrix this method summarize elements.
2 votes 
Add methods for linear and quadratic programming
Linear and quadratic programming methods are great techniques for minimization problems. Other, more complicated methodologies  such as MPC  can built on top of them fairly easily.
62 votes 
Provide principle component analysis
Extend the linear algebra part with PCA using either Singular Value Decomposition or Eigenvalue Decomposition. Easy implementation, great value!
66 votes 
VSLab
I think this is a great project. I am suggesting your library for VSLab (http://www.codeplex.com/vslab). I think that an F# wrapper would be great. Are you interested in contribute with your math library in creating a Matlab like environment? Have a look to the project!
19 votes 
Investigate Mono.Simd
The upcoming Mono.Simd assembly is nearing release. Using these functions in certain areas could give massive performance gains.
28 votes 
168 votes

104 votes

22 votes

Add support for surface interpolation (2D, mesh)
Extend the interpolation methods to support 2D surface interpolation, i.e. on a mesh. See http://community.opensourcedotnet.info/forums/t/565.aspx
42 votes 
Add row echelon and reduced row echelon form computation
Computing reduced row echelon and row echelon form of a Matrix could be used with Gaussian and GaussJordan elimination techniques.
31 votes 
Add interchange/swap function to Matrix class
Add interchange/swap function to Matrix class which would allow swapping two rows or columns in the matrix (i.e. m.swapRows(2,3)).
2 votes 
Implement MATLAB's pchip interpolation algorithm
Piecewise Cubic Hermite Interpolating Polynomial
33 votes
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