=====HOW TO CREATE A SIMPLE APPLICATION===== 1. Create a new console application (File->New Project->Visual C#->Windows->Console Application) 2. Add reference to NLapack.dll ( There are two ways: a. Using NuGet (most useful) If you are familiar with NuGet (if not, reading http://docs.nuget.org/ may be very useful) you can simply install NLapack package (https://nuget.org/packages/NLapack). b. Manual 1) Right click on References->Add Reference->Browse 2) Build the project 3) Copy blas_win32.*, lapack_win32.* unmanaged libraries to the output binary folder (e.g. Debug or Release) 3. Paste following code to Program.cs and run the project: using System; using NLapack; using NLapack.Matrices; namespace nlapackTestHello { class Program { static void Main(string[] args) { var A = new NRealMatrix(3, 3); A[0, 0] = 2; A[0, 1] = 5; A[0, 2] = 3; A[1, 0] = 1; A[1, 1] = 5; A[1, 2] = 7; A[2, 0] = 8; A[2, 1] = 2; A[2, 2] = 3; var B = new NRealMatrix(3, 3); //generate upper triangular matrix B.Fill((i, j) => i <= j ? i + j + 1 : 0); Console.WriteLine(B); var lib = new NLapackLib(); var X = new NRealMatrix(); //solve A * X = B lib.SolveSle(A, B, X); Console.WriteLine(X); } } }