Copyright (c) 2007-2015 StatFactory Ltd
FCore is an open source high performance F# numerical library. It contains functions for construction and manipulation of vectors and matrices, including matrix factorizations and solvers, random number generators, vector functions and basic stats.
FCore is a .NET library but for maximum performance on Intel it is accelerated by Intel Math Kernel Library. Also, it uses native C functions to allocate memory so that .NET memory limits are bypassed and Garbage Collection is minimized.
FCore source code on GitHub is covered under the terms of the MIT/X11 license. Please note that MKL is not open source and therefore FCore binary distribution on Nuget, which contains MKL, is available under a separate license.
Read the Getting started tutorial to learn more.
Documentation: http://fsprojects.github.io/ProjectScaffold