Math.Net - aims to provide a self-contained clean framework for both numerical scientific and symbolic algebraic computations. Includes: Numerics, Linq Alegebra, a toolbox for digital signal processing (DSP) applications, a classic computer algebra system based on a tree representation, an experimental computer algebra architecture, implementing ideas and concepts of formal hardware engineering and digital information engineering
IL numerics - a class library for .NET software developers: linear algebra, FFT, plots, complex, n-dimensional data structures, etc.
.Net Matlab API - a library for accessing matlab from independent .Net session
Data Mining
Neuro Box - NeuroBox is an .NET OOP Library to generate, propagate and train complex neuronal networks with technologies like backpropagation with weight decay, momentum term, manhattan training, flatspot elimination etc.
Neuro.Net - NeuronDotNet is a neural network engine written in C#. It provides an interface for advanced AI programmers to design various types of artificial neural networks and use them.
Java tools for .Net
log4net - logging tool for .Net users, similar to log4j
Chart / Graphics
Zed Gprah - very nice and easy to use, free (LGPL licence) chart drawing framework. It works in both WPF and ASP.Net