NMath Matrix is a matrix manipulation library that can be used for different types of matrix expressions. Users are allowed to calculate variety of sparse matrix problems like, symmetric, hermitian, symmetric banded etc and to transpose them. They can solve linear systems by using cholesky, LC or bunchkaufman factorization functionality. This program can be used to compute condition numbers, inverses, and determinants. Cholesky, SVD or QR least squares factorization and orthogonal decomposition are available for general matrices.