Project Description

Dodoni.net is a free/open-source library with the aim to provide an object-oriented framework for

  • numerical computations, i.e.
    • Linear Algebra operations,
    • Numerical Integration,
    • Fast-Fourier-Transformation,
    • 1-/n-dimensional Optimization,
    • curve/surface fitting,
    • special functions etc.
  • quantitative finance (pricing and risk management).
  • actuarial science.

Moreover the Excel interface of Dodoni.net contains a part that serves as a high-level extension of Excel-DNA, i.e. it can be used as building block for individual Excel Add-In’s independent of other features of Dodoni.net.

Introduction

The logo and project name

The name Dodoni (also written Dodona) goes back to the oracle situated in northwestern Greece of the same name. The shrine of Dodona was regarded as the oldest Hellenic oracle, see http://en.wikipedia.org/wiki/Dodona. Priestesses and priests in the sacred grove interpreted the rustling of the oak (or beech) leaves to determine the correct actions to be taken. The dodoni.net logo

In addition, the logo of the Dodoni.net project contains a stylized picture of the theater of Dodona which can be interpreted as C (for the language C#) as well.

General

Dodoni.net is developed using .NET. The complete feature set of Dodoni.net requires external libraries for BLAS, LAPACK, Random Number Generators, Fast-Fourier-Transformations etc. See Documentation for further details.

  • One useful by-product of the Dodoni.net project is a high-level extension of Excel-DNA which allowes the development of Excel-AddIns.
  • Dodoni.net is free for all use, and distributed under MIT license that also allows commercial use.

The Dodoni.net project was hosted at codeplex.com before. The GitHub’s pages are based on Jekyll Doc Theme, a Jekyll-based theme designed for documentation and help systems.

Schedule/Roadmap

The Dodoni.net project is divided into several assemblies, each of it is related to a specific purpose, see Documentation for further details.

Third-party libraries

For the following third-party libraries some functionality is provided (as a .net wrapper) by the Dodoni.net project:

  • BLAS (Level 1-3; Fortran and C interface).
  • LAPACK (large subset only).
  • FFTW (Fastest Fourier Transform in the West) (1-dimensional only).
  • Intel Math Kernel Library (MKL) (1-dimensional Fourier Transformation, Random Number Generators, Vector unit operations, Data Fitting etc.).
  • AMD Core Math Library (ACML) (1-dimensional Fourier Transformation, Random Number Generators etc.).
  • NLopt is a free/open-source library for nonlinear optimization.
  • LibM (from AMD) is a 64bit software library containing a collection of basic math functions and vector functions.
  • Yeppp! is a high-performance SIMD-optimized mathematical library for x86, ARM, and MIPS processors on Windows, Android, Mac OS X, and GNU/Linux systems.

… for User interface:

  • Excel-DNA is an independent project to integrate .NET into Excel.

… for Testing:

  • NUnit a unit-testing framework for all .Net languages.
  • NSubstitute a friendly substitute for .NET mocking frameworks.
  • Keisan Online Calculator provides High Accuracy results and useful calculators for daily life, learning, business and research.
  • Wolfram Functions Site contains the world’s most encyclopedic collection of information about mathematical functions.

… other:

  • Boost provides free peer-reviewed portable C++ source libraries.
  • QuantLib is a free/open-source project aimed at providing a comprehensive software framework for quantitative finance, written in C++.
  • QlNet is a .NET port of the QuantLib written in C#.
  • Math.NET Numerics provide methods and algorithms for numerical computations in science, engineering and every day use.