Level5 MATLAB Mat files are popular as binary file container for storing one or more matrices.
Math.NET Numerics provides basic support for such Mat files with the MathNet.Numerics.Data.Matlab package,
which is available on NuGet as separate package and not included in the basic distribution.
The MatlabReader
class provides static functions to list all matrices stored in a MAT file or stream,
and to read them individually as Math.NET matrices:
using MathNet.Numerics.LinearAlgebra;
using MathNet.Numerics.Data.Matlab;
// read the first matrix as double
Matrix<double> m = MatlabReader.Read<double>("collection.mat");
// read a specific matrix named "vd":
Matrix<double> m = MatlabReader.Read<double>("collection.mat", "vd");
// we can also choose to convert to a different type:
Matrix<Complex> m = MatlabReader.Read<Complex>("collection.mat");
// read all matrices of a file by name into a dictionary
Dictionary<string,Matrix<double>> ms =
MatlabReader.ReadAll<double>("collection.mat");
// read the matrices named "Ad" and "vd" into a dictionary
var ms = MatlabReader.ReadAll<double>("collection.mat", "vd", "Ad");

Alternatively the reader can list all matrices of a file into named data elements,
which can then be read into matrices individually. This is useful e.g. if we need to
read some of the matrices to a different type:
List<MatlabMatrix> ms = MatlabReader.List("collection.mat");
Matrix<double> Ad = MatlabReader.Unpack<double>(ms.Find(m => m.Name == "Ad"));
Matrix<float> vd = MatlabReader.Unpack<float>(ms.Find(m => m.Name == "vd"));

The dual to the reader above is the MatlabWriter
class that can serialize matrices
to a MATLAB file or stream. Like the reader, the writer can use MatlabMatrix
data elements
to compose packed matrices into a file. Each matrix has a name which must not contain spaces.
var matrices = new List<MatlabMatrix>();
m.Add(MatlabWriter.Pack(myFirstMatrix, "m1");
m.Add(MatlabWriter.Pack(mySecondMatrix, "m2");
MatlabWrier.Store("file.mat", matrices);

But there are also direct routines if only a single matrix or matrices of all the same data type
are to be stored in a file:
// write a single matrix "myMatrix" and name it "m1".
MatlabWriter.Write("file.mat", myMatrix, "m1");
// write multiple matrices, from a list of matrices and a list of their names:
MatlabWriter.Write("file.mat", new[] { m1, m2 }, new[] { "m1", "m2" });
// write a dictionary of matrices:
var dict = new Dictionary<string, Matrix<double>>();
dict.Add("m1", m1);
dict.Add("m2", m2);
MatlabWriter.Write("file.mat", dict);

The data extension packages also offer other ways to serialize a matrix to a text file.
Among others: