ILNumerics.Net （http://ilnumerics.net/main.php）is a class library for .NET software developers. It greatly simplifies the implementation of all kinds of numerical algorithms.
I found that it is useful in my project involved with much numerical computing in .NET platform, such as Singular Value Decomposition of matrix, matrix multiplication, matrix transpostion, it can save your time and is more efficient compared with libraries you implemented yourself.
And much better is that ILNumerics.Net is free of charge.