The F#.NET Journal just published an article examining the usability and performance of various numerical libraries from F#:
"This article revisits the subject of numerical libraries for .NET, this time in the context of linear algebra and spectral methods. Specifically, the use and performance of various free and commercial numerical libraries are examined for the computation of eigenvalues and Fourier transforms. This includes a complete 1D FFT interface for F# to the excellent FFTW library..."
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