dnAnalytics is a numerical library for the .NET Framework and Mono. The library is written in C# and is available as a fully managed library or with a wrapper around the Intel® Math Kernel Library (MKL). The MKL wrapped version provides significantly better performance when working with large data sets. dnAnalytics is compatible with .NET 2.0 or later and Mono. The managed version will run on Windows XP or newer and on any platform that supports Mono. The MKL wrapped version supports 32-bit and 64-bit versions of Windows XP or newer and 32-bit and 64-bit versions of Linux.
Meta.Numerics is a Mono-compatible .NET library for scientific and numerical programming. It includes functionality for matrix algebra (including SVD, non-symmetric eigensystems, and sparse matrices), special functions of real and complex numbers (including Bessel functions and the complex error function), statistics and data analysis (including PCA, logistic and nonlinear regression, statistical tests, and nonuniform random deviates), and signal processing (including arbitrary-length FFTs).