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Project Description is a free/open-source library with the aim to provide a 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).
The Excel interface of contains a part that can be seen as a high-level extension of the Excel-DNA library, i.e. it serves as building block for individual Excel Add-In's.


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

I hope you´ll enjoy it.
Dear Dr. Markus Wendt

General is developed using .NET, and users have to install the freely available .NET Framework runtime. One useful by-product of the project is a high-level extension of the Excel-DNA library which allowes the development of Excel-AddIns. The complete feature set of requires external libraries for BLAS, LAPACK, Random Number Generators, Fast-Fourier-Transformations etc. See Documentation for further information.
  • The runtime is free for all use, and distributed under a permissive open-source license that also allows commercial use.


The source code (as well as the binaries) of the project is separated into several assemblies (i.e. dll's). Each assembly is related to a specific purpose. See Documentation for further information. It is planned to establish the project in several steps, starting from a generic Excel Add-In to (financial) mathematical functions, supply finance market instruments etc.:

Third-party libraries

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

Related Projects

... 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#.
  • jQuantLib is a Java port of the QuantLib.
  • Math.NET Numerics provide methods and algorithms for numerical computations in science, engineering and every day use.

Last edited May 21, 2015 at 8:18 PM by dodoni, version 51