Added NativeProviderLoader, a helper class for loading native provider libraries depending on the processor architecture and the process bitness. MklLinearAlgebraProvider modified to call the helper class in InitializeVerify.

Not sure exactly how to automate building AnyCPU build though as both x86 and x64 builds need to be built first and then the files copied into subdirectories (x86 and amd64) of the AnyCPU output directory.
12 years ago · a75e4f6060
5 changed files with 259 additions and 108 deletions
--- a/src/Numerics/Numerics.csproj
+++ b/src/Numerics/Numerics.csproj
@ -192,6 +192,7 @@
    <Compile Include="LinearAlgebra\Vector.BCL.cs" />
    <Compile Include="LinearAlgebra\Vector.Operators.cs" />
    <Compile Include="Exceptions.cs" />
+    <Compile Include="Providers\NativeProviderLoader.cs" />
    <Compile Include="Random\SystemRandomSource.cs" />
    <Compile Include="Random\RandomSeed.cs" />
    <Compile Include="RootFinding\Broyden.cs" />
--- a/src/Numerics/Providers/LinearAlgebra/Mkl/MklLinearAlgebraProvider.cs
+++ b/src/Numerics/Providers/LinearAlgebra/Mkl/MklLinearAlgebraProvider.cs
@ -134,11 +134,12 @@ namespace MathNet.Numerics.Providers.LinearAlgebra.Mkl
        /// </summary>
        public override void InitializeVerify()
        {
-            // TODO: Choose x86 or x64 based on Environment.Is64BitProcess
-
            int a, b, linearAlgebra;
            try
            {
+                // Load the native library
+                NativeProviderLoader.LoadNativeLibrary(SafeNativeMethods.DllName);
+
                a = SafeNativeMethods.query_capability(0);
                b = SafeNativeMethods.query_capability(1);

--- a/src/Numerics/Providers/LinearAlgebra/Mkl/SafeNativeMethods.cs
+++ b/src/Numerics/Providers/LinearAlgebra/Mkl/SafeNativeMethods.cs
@ -46,322 +46,323 @@ namespace MathNet.Numerics.Providers.LinearAlgebra.Mkl
        /// <summary>
        /// Name of the native DLL.
        /// </summary>
-        const string DllName = "MathNet.Numerics.MKL.dll";
+        const string _DllName = "MathNet.Numerics.MKL.dll";
+        internal static string DllName { get { return _DllName; } }

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int query_capability(int capability);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void set_consistency_mode(int mode);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void set_vml_mode(uint mode);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void set_max_threads(int num_threads);

        #region Memory
-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void free_buffers();

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void thread_free_buffers();

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int disable_fast_mm();

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern long mem_stat([Out]out int allocatedBuffers);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern long peak_mem_usage(int mode);

        #endregion Memory

        #region BLAS

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void s_axpy(int n, float alpha, float[] x, [In, Out] float[] y);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void d_axpy(int n, double alpha, double[] x, [In, Out] double[] y);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void c_axpy(int n, Complex32 alpha, Complex32[] x, [In, Out] Complex32[] y);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void z_axpy(int n, Complex alpha, Complex[] x, [In, Out] Complex[] y);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void s_scale(int n, float alpha, [Out] float[] x);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void d_scale(int n, double alpha, [Out] double[] x);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void c_scale(int n, Complex32 alpha, [In, Out] Complex32[] x);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void z_scale(int n, Complex alpha, [In, Out] Complex[] x);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern float s_dot_product(int n, float[] x, float[] y);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern double d_dot_product(int n, double[] x, double[] y);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern Complex32 c_dot_product(int n, Complex32[] x, Complex32[] y);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern Complex z_dot_product(int n, Complex[] x, Complex[] y);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void s_matrix_multiply(Transpose transA, Transpose transB, int m, int n, int k, float alpha, float[] x, float[] y, float beta, [In, Out] float[] c);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void d_matrix_multiply(Transpose transA, Transpose transB, int m, int n, int k, double alpha, double[] x, double[] y, double beta, [In, Out] double[] c);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void c_matrix_multiply(Transpose transA, Transpose transB, int m, int n, int k, Complex32 alpha, Complex32[] x, Complex32[] y, Complex32 beta, [In, Out] Complex32[] c);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void z_matrix_multiply(Transpose transA, Transpose transB, int m, int n, int k, Complex alpha, Complex[] x, Complex[] y, Complex beta, [In, Out] Complex[] c);

        #endregion BLAS

        #region LAPACK

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern float s_matrix_norm(byte norm, int rows, int columns, [In] float[] a, [In, Out] float[] work);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern double d_matrix_norm(byte norm, int rows, int columns, [In] double[] a, [In, Out] double[] work);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern float c_matrix_norm(byte norm, int rows, int columns, [In] Complex32[] a, [In, Out] float[] work);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern double z_matrix_norm(byte norm, int rows, int columns, [In] Complex[] a, [In, Out] double[] work);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int s_cholesky_factor(int n, [In, Out] float[] a);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int d_cholesky_factor(int n, [In, Out] double[] a);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int c_cholesky_factor(int n, [In, Out] Complex32[] a);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int z_cholesky_factor(int n, [In, Out] Complex[] a);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int s_lu_factor(int n, [In, Out] float[] a, [In, Out] int[] ipiv);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int d_lu_factor(int n, [In, Out] double[] a, [In, Out] int[] ipiv);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int c_lu_factor(int n, [In, Out] Complex32[] a, [In, Out] int[] ipiv);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int z_lu_factor(int n, [In, Out] Complex[] a, [In, Out] int[] ipiv);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int s_lu_inverse(int n, [In, Out] float[] a, [In, Out] float[] work, int lwork);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int d_lu_inverse(int n, [In, Out] double[] a, [In, Out] double[] work, int lwork);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int c_lu_inverse(int n, [In, Out] Complex32[] a, [In, Out] Complex32[] work, int lwork);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int z_lu_inverse(int n, [In, Out] Complex[] a, [In, Out] Complex[] work, int lwork);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int s_lu_inverse_factored(int n, [In, Out] float[] a, [In, Out] int[] ipiv, [In, Out] float[] work, int lwork);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int d_lu_inverse_factored(int n, [In, Out] double[] a, [In, Out] int[] ipiv, [In, Out] double[] work, int lwork);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int c_lu_inverse_factored(int n, [In, Out] Complex32[] a, [In, Out] int[] ipiv, [In, Out] Complex32[] work, int lwork);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int z_lu_inverse_factored(int n, [In, Out] Complex[] a, [In, Out] int[] ipiv, [In, Out] Complex[] work, int lwork);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int s_lu_solve_factored(int n, int nrhs, float[] a, [In, Out] int[] ipiv, [In, Out] float[] b);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int d_lu_solve_factored(int n, int nrhs, double[] a, [In, Out] int[] ipiv, [In, Out] double[] b);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int c_lu_solve_factored(int n, int nrhs, Complex32[] a, [In, Out] int[] ipiv, [In, Out] Complex32[] b);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int z_lu_solve_factored(int n, int nrhs, Complex[] a, [In, Out] int[] ipiv, [In, Out] Complex[] b);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int s_lu_solve(int n, int nrhs, float[] a, [In, Out] float[] b);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int d_lu_solve(int n, int nrhs, double[] a, [In, Out] double[] b);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int c_lu_solve(int n, int nrhs, Complex32[] a, [In, Out] Complex32[] b);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int z_lu_solve(int n, int nrhs, Complex[] a, [In, Out] Complex[] b);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int s_cholesky_solve(int n, int nrhs, float[] a, [In, Out] float[] b);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int d_cholesky_solve(int n, int nrhs, double[] a, [In, Out] double[] b);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int c_cholesky_solve(int n, int nrhs, Complex32[] a, [In, Out] Complex32[] b);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int z_cholesky_solve(int n, int nrhs, Complex[] a, [In, Out] Complex[] b);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int s_cholesky_solve_factored(int n, int nrhs, float[] a, [In, Out] float[] b);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int d_cholesky_solve_factored(int n, int nrhs, double[] a, [In, Out] double[] b);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int c_cholesky_solve_factored(int n, int nrhs, Complex32[] a, [In, Out] Complex32[] b);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int z_cholesky_solve_factored(int n, int nrhs, Complex[] a, [In, Out] Complex[] b);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int s_qr_factor(int m, int n, [In, Out] float[] r, [In, Out] float[] tau, [In, Out] float[] q, [In, Out] float[] work, int len);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int d_qr_factor(int m, int n, [In, Out] double[] r, [In, Out] double[] tau, [In, Out] double[] q, [In, Out] double[] work, int len);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int c_qr_factor(int m, int n, [In, Out] Complex32[] r, [In, Out] Complex32[] tau, [In, Out] Complex32[] q, [In, Out] Complex32[] work, int len);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int z_qr_factor(int m, int n, [In, Out] Complex[] r, [In, Out] Complex[] tau, [In, Out] Complex[] q, [In, Out] Complex[] work, int len);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int s_qr_thin_factor(int m, int n, [In, Out] float[] q, [In, Out] float[] tau, [In, Out] float[] r, [In, Out] float[] work, int len);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int d_qr_thin_factor(int m, int n, [In, Out] double[] q, [In, Out] double[] tau, [In, Out] double[] r, [In, Out] double[] work, int len);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int c_qr_thin_factor(int m, int n, [In, Out] Complex32[] q, [In, Out] Complex32[] tau, [In, Out] Complex32[] r, [In, Out] Complex32[] work, int len);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int z_qr_thin_factor(int m, int n, [In, Out] Complex[] q, [In, Out] Complex[] tau, [In, Out] Complex[] r, [In, Out] Complex[] work, int len);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int s_qr_solve(int m, int n, int bn, float[] r, float[] b, [In, Out] float[] x, [In, Out] float[] work, int len);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int d_qr_solve(int m, int n, int bn, double[] r, double[] b, [In, Out] double[] x, [In, Out] double[] work, int len);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int c_qr_solve(int m, int n, int bn, Complex32[] r, Complex32[] b, [In, Out] Complex32[] x, [In, Out] Complex32[] work, int len);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int z_qr_solve(int m, int n, int bn, Complex[] r, Complex[] b, [In, Out] Complex[] x, [In, Out] Complex[] work, int len);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int s_qr_solve_factored(int m, int n, int bn, float[] r, float[] b, float[] tau, [In, Out] float[] x, [In, Out] float[] work, int len);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int d_qr_solve_factored(int m, int n, int bn, double[] r, double[] b, double[] tau, [In, Out] double[] x, [In, Out] double[] work, int len);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int c_qr_solve_factored(int m, int n, int bn, Complex32[] r, Complex32[] b, Complex32[] tau, [In, Out] Complex32[] x, [In, Out] Complex32[] work, int len);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int z_qr_solve_factored(int m, int n, int bn, Complex[] r, Complex[] b, Complex[] tau, [In, Out] Complex[] x, [In, Out] Complex[] work, int len);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int s_svd_factor([MarshalAs(UnmanagedType.U1)] bool computeVectors, int m, int n, [In, Out] float[] a, [In, Out] float[] s, [In, Out] float[] u, [In, Out] float[] v, [In, Out] float[] work, int len);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int d_svd_factor([MarshalAs(UnmanagedType.U1)] bool computeVectors, int m, int n, [In, Out] double[] a, [In, Out] double[] s, [In, Out] double[] u, [In, Out] double[] v, [In, Out] double[] work, int len);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int c_svd_factor([MarshalAs(UnmanagedType.U1)] bool computeVectors, int m, int n, [In, Out] Complex32[] a, [In, Out] Complex32[] s, [In, Out] Complex32[] u, [In, Out] Complex32[] v, [In, Out] Complex32[] work, int len);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int z_svd_factor([MarshalAs(UnmanagedType.U1)] bool computeVectors, int m, int n, [In, Out] Complex[] a, [In, Out] Complex[] s, [In, Out] Complex[] u, [In, Out] Complex[] v, [In, Out] Complex[] work, int len);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int s_eigen([MarshalAs(UnmanagedType.U1)] bool isSymmetric, int n, [In] float[] a, [In, Out] float[] vectors, [In, Out] Complex[] values, [In, Out] float[] d);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int d_eigen([MarshalAs(UnmanagedType.U1)] bool isSymmetric, int n, [In] double[] a, [In, Out] double[] vectors, [In, Out] Complex[] values, [In, Out] double[] d);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int c_eigen([MarshalAs(UnmanagedType.U1)] bool isSymmetric, int n, [In] Complex32[] a, [In, Out] Complex32[] vectors, [In, Out] Complex[] values, [In, Out] Complex32[] d);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern int z_eigen([MarshalAs(UnmanagedType.U1)] bool isSymmetric, int n, [In] Complex[] a, [In, Out] Complex[] vectors, [In, Out] Complex[] values, [In, Out] Complex[] d);

        #endregion LAPACK

        #region Vector Functions

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void s_vector_add(int n, float[] x, float[] y, [In, Out] float[] result);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void s_vector_subtract(int n, float[] x, float[] y, [In, Out] float[] result);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void s_vector_multiply(int n, float[] x, float[] y, [In, Out] float[] result);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void s_vector_divide(int n, float[] x, float[] y, [In, Out] float[] result);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void d_vector_add(int n, double[] x, double[] y, [In, Out] double[] result);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void d_vector_subtract(int n, double[] x, double[] y, [In, Out] double[] result);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void d_vector_multiply(int n, double[] x, double[] y, [In, Out] double[] result);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void d_vector_divide(int n, double[] x, double[] y, [In, Out] double[] result);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void c_vector_add(int n, Complex32[] x, Complex32[] y, [In, Out] Complex32[] result);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void c_vector_subtract(int n, Complex32[] x, Complex32[] y, [In, Out] Complex32[] result);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void c_vector_multiply(int n, Complex32[] x, Complex32[] y, [In, Out] Complex32[] result);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void c_vector_divide(int n, Complex32[] x, Complex32[] y, [In, Out] Complex32[] result);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void z_vector_add(int n, Complex[] x, Complex[] y, [In, Out] Complex[] result);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void z_vector_subtract(int n, Complex[] x, Complex[] y, [In, Out] Complex[] result);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void z_vector_multiply(int n, Complex[] x, Complex[] y, [In, Out] Complex[] result);

-        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
        internal static extern void z_vector_divide(int n, Complex[] x, Complex[] y, [In, Out] Complex[] result);

        #endregion  Vector Functions
--- a/src/Numerics/Providers/NativeProviderLoader.cs
+++ b/src/Numerics/Providers/NativeProviderLoader.cs
@ -0,0 +1,148 @@
+// <copyright file="NativeProviderLoader.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2015 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+using System;
+using System.Collections.Generic;
+using System.IO;
+using System.Reflection;
+using System.Runtime.InteropServices;
+using System.Security;
+
+namespace MathNet.Numerics.Providers
+{
+    /// <summary>
+    /// Helper class to load native libraries depending on the architecture of the OS and process.
+    /// </summary>
+    [SuppressUnmanagedCodeSecurity]
+    [SecurityCritical]
+    static internal class NativeProviderLoader
+    {
+        private static Lazy<Dictionary<string, string>> _platformDirectories
+                            = new Lazy<Dictionary<string, string>>(
+                                () => new Dictionary<string, string>(StringComparer.OrdinalIgnoreCase)
+                                {
+                                    {"x86", "x86"},
+                                    {"AMD64", "amd64"},
+                                    {"IA64", "ia64"},
+                                    {"ARM", "arm"} // Is there an ARM64?
+                                },
+                                true);
+        /// <summary>
+        /// Default directories for each platform.
+        /// </summary>
+        private static Dictionary<string, string> PlatformDirectories { get { return _platformDirectories.Value; } }
+
+        private static Lazy<Dictionary<string, IntPtr>> _nativeHandles = new Lazy<Dictionary<string,IntPtr>>(true);
+        /// <summary>
+        /// Dictionary of handles to previously loaded libraries,
+        /// </summary>
+        private static Dictionary<string, IntPtr> NativeHandles { get { return _nativeHandles.Value; } }
+
+        private static string _Platform = null;
+        /// <summary>
+        /// Gets a string indicating the platform of the current process.
+        /// </summary>
+        private static string Platform
+        {
+            get
+            {
+                if (string.IsNullOrEmpty(_Platform))
+                {
+                    string architecture = Environment.GetEnvironmentVariable("PROCESSOR_ARCHITECTURE");
+                    if (!Environment.Is64BitProcess && Environment.Is64BitOperatingSystem)
+                    {
+                        _Platform = string.Equals(architecture, "ARM", StringComparison.OrdinalIgnoreCase) ? "ARM" : "x86";
+                    }
+                    else
+                    {
+                        _Platform = architecture;
+                    }
+                }
+
+                return _Platform;
+            }
+        }
+
+        /// <summary>
+        /// If the last native library failed to load then gets the corresponding exception which occurred or null if the library was successfully loaded.
+        /// </summary>
+        private static Exception LastException { get; private set; }
+
+        private static object staticLock = new Object();
+        /// <summary>
+        /// Load the native library with the given filename,
+        /// </summary>
+        /// <param name="fileName">The file name of the library to load.</param>
+        /// <returns>True if the library was successfully loaded or if it has already been loaded.</returns>
+        public static bool LoadNativeLibrary(string fileName)
+        {
+            if (string.IsNullOrEmpty(fileName))
+                throw new ArgumentNullException("fileName");
+
+            lock(staticLock)
+            {
+                IntPtr libraryHandle = IntPtr.Zero;
+                if (NativeHandles.TryGetValue(fileName, out libraryHandle))
+                    return true;
+
+                string path = null;
+                if (PlatformDirectories.TryGetValue(Platform, out path))
+                {
+                    path = Path.Combine(Path.GetDirectoryName(Assembly.GetExecutingAssembly().Location), path, fileName);
+                }
+                if (string.IsNullOrEmpty(path) || !File.Exists(path))
+                {
+                    // Even if we haven't found the library try and load it using LoadLibrary's normal
+                    // search rules by just using the filename without a path
+                    path = fileName;
+                }
+
+                // If successful this will return a handle to the library
+                libraryHandle = LoadLibrary(path);
+                if (libraryHandle == IntPtr.Zero)
+                {
+                    int lastError = Marshal.GetLastWin32Error();
+                    var exception = new System.ComponentModel.Win32Exception(lastError);
+                    LastException = exception;
+                }
+                else
+                {
+                    LastException = null;
+                    NativeHandles[fileName] = libraryHandle;
+                }
+
+                return libraryHandle != IntPtr.Zero;
+            }
+        }
+
+        [DllImport("kernel32", CallingConvention = CallingConvention.Winapi, CharSet = CharSet.Auto, SetLastError = true)]
+        private static extern IntPtr LoadLibrary(string fileName);
+    }
+}
--- a/src/UnitTests/UnitTests-MKL.csproj
+++ b/src/UnitTests/UnitTests-MKL.csproj
@ -17,7 +17,7 @@
  </PropertyGroup>
  <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|AnyCPU' ">
    <DefineConstants>TRACE;NATIVEMKL</DefineConstants>
-    <OutputPath>..\..\out\MKL\Windows\x86\</OutputPath>
+    <OutputPath>..\..\out\MKL\Windows\AnyCPU\</OutputPath>
    <IntermediateOutputPath>..\..\obj\MKL\Windows\x86\</IntermediateOutputPath>
    <BaseIntermediateOutputPath>..\..\obj\MKL\Windows\x86\</BaseIntermediateOutputPath>
    <Optimize>true</Optimize>
@ -25,11 +25,11 @@
    <ErrorReport>prompt</ErrorReport>
    <CodeAnalysisRuleSet>MinimumRecommendedRules.ruleset</CodeAnalysisRuleSet>
    <NoWarn>1591</NoWarn>
-    <PlatformTarget>x86</PlatformTarget>
+    <PlatformTarget>AnyCPU</PlatformTarget>
  </PropertyGroup>
  <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
    <DefineConstants>TRACE;DEBUG;NATIVEMKL</DefineConstants>
-    <OutputPath>..\..\out\MKL\Windows\x86\</OutputPath>
+    <OutputPath>..\..\out\MKL\Windows\AnyCPU\</OutputPath>
    <IntermediateOutputPath>..\..\obj\MKL\Windows\x86\</IntermediateOutputPath>
    <BaseIntermediateOutputPath>..\..\obj\MKL\Windows\x86\</BaseIntermediateOutputPath>
    <Optimize>false</Optimize>
@ -38,7 +38,7 @@
    <ErrorReport>prompt</ErrorReport>
    <WarningLevel>4</WarningLevel>
    <NoWarn>1591</NoWarn>
-    <PlatformTarget>x86</PlatformTarget>
+    <PlatformTarget>AnyCPU</PlatformTarget>
  </PropertyGroup>
  <PropertyGroup Condition="'$(Configuration)|$(Platform)' == 'Release|x86'">
    <OutputPath>..\..\out\MKL\Windows\x86\</OutputPath>