I recently discovered Mapack for .NET by Lutz Roeder of Reflector fame. If you haven’t heard of Reflector I don’t know what rock you’ve been hiding under…

Anyway Mapack is a great library of math functions you’re likely to need at some stage but aren’t built into the .Net framework. I was looking for a Matrix class for doing matrix math, and also an example of a least squares implementation in C#. Mapack has both of these and a bunch more.

Check it out at http://www.aisto.com/roeder/dotnet/