Math.NET for Unity

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Math.NET for Unity is a port of the official Math.NET Numerics library. Math.NET Numerics is a mathematics library written in C#. Math.NET for Unity includes all classes of Math.NET Numerics including parallelisation. Some of the available classes are:

Linear Algebra with support for Single, Double and Complex

• Support for Dense and Sparce Matrices
• Cholesky factorization
• EVD factorization
• Gram Schmidt decomposition
• LU decomposition
• QR decomposition
• SVD decomposition
• A number of iterative solvers

Random Number Generation

• Multiplicative congruential generator
• Mersenne Twister
• Combined multiple recursive generator
• Parallel additive lagged Fibonacci generator
• Wichmann-Hill's congruential generator
• Xorshift generator

Probability and Statistics

• 19 Continuous probability distributions
• 10 Discrete disctributions

Special Functions

Regression

• Linear regression
• Multiple regression
• Weighted regression

Interpolation

• Barycentric interpolation
• Cubic spline interpolation
• Linear spline interpolation
• Neville polynomial interpolation
• Quadratic spline interpolation
• Bulirsch Stoer rational interpolation

Differential Equation Solvers

• Adams Bashforth solver
• Runge Kutta second and fourth order solver

Numerical Integration and Differentiation
Function Sampling
Optimization
More than 1300 pages of documentation
and more...

Can't find the functionality you're looking for? No problem, just submit a feature request at our forums.

Available at the Unity Asset Store:

• Math.NET for Unity Lite - Managed dll with full functionality.
• Math.NET for Unity Pro - All features plus the source code for Math.NET for Unity and more than 19000 unit tests.

 

Does this still work/exist? I can't seem to be able to find it in the assets store and all the links seem to be broken...

 

I don't know what OP did for their version but this could be a good starting point for you.
https://www.mathdotnet.com/