DotNumerics contains classes for solving systems of simultaneous linear equations, eigenvalue problems,
least-squares solutions of linear systems, and singular value problems.

LinearSolver.
Computes the solution to a system of linear equations (general, band and tridiagonal matrices).

EigenSystem.
Computes the eigenvalues and the eigenvectors of a square matrix (general, symmetric, symmetric band and complex general matrices).

LinearLeastSquares.
Solves overdetermined or underdetermined real linear systems involving an M-by-N matrix A, using a QR or LQ factorization of A.

SingularValues.
Computes the singular value decomposition (SVD) of a real M-by-N matrix A.