There are good commercial math libraries on .Net (you can use Google to find them).
For free, Math.Net is the most affordable. However, its development was suspended for a long time.
In any case, .Net libraries usually have a friendly interface in C #. You need to make a wrapper in F # to use them conveniently.
F # Math Providers, PInovke LAPACK. llackl netlib, INTEL MKL. .
F #.