Math.NET Numerics
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104 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 
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 
22 votes

Implement Selected MATLAB Core Functionality
Implement a new class which is intended to provide syntax matched core MATLAB functionalities, such as flip(), linspace(), etc. I know linspace() and logspace() are already present with reordered inputs, but matching MATLAB syntax would prevent a lot of rewriting. Some of these could simply be wrappers for existing Math.NET functions, just so syntax matches.
Validation of this functionality would be such that inputs/outputs match the MATLAB implementation. Simple functions at the start, and more complex ones as time goes on.
3 votes 
1 vote

estimate
I love the Estimate function on some of the distributions in the statistical namespace. Chould we try to expand it to be included in IDistribution or IContinuousDistribution and all distributions. I have the code for some more.
1 vote
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