.Math
.Math ia an OpenSource expression compiler for the .NET platform written entirely in C#.  Offering speed through compilation of expressions, the library allows for variable handling, an entire function library and the ability to add your own functions.

dnAnalytics
dnAnalytics - .NET Analytics provides open source numerical and statistical software. Our dnA library is a numerical library for the .NET Framework. The library is written in C# and is available as a fully managed library or with an interface to native BLAS and LAPACK libraries. The native interface is compatible with ATLAS/CLAPACK, Intel's MKL, and Apple's Vector Library - vecLib.

Mapack for .NET
Mapack is a .NET class library for basic linear algebra computations. It supports the following matrix operations and properties: Multiplication, Addition, Subtraction, Determinant, Norm1, Norm2, Frobenius Norm, Infinity Norm, Rank, Condition, Trace, Cholesky, LU, QR, Single Value decomposition, Least Squares solver, Eigenproblem solver, Equation System solver. The algorithms were adapted from Mapack for COM, Lapack and the Java Matrix Package.