FileHelpers Library 2.0 - Marcos Meli. C# Math Library - Matlab and R-type. I've had very good results recently using ALGLIB (ALGLIB).
I took their C# files, and merged them into a single file in its own namespace in a dummy NinjaTrader indicator file (in its own namespace so it can be called from strategies also). Easy to do (I didn't modify any alglib code) but I can post my file if anyone is interested, it's licensed under GPL. The reason I started using it was to speed up things I had been doing in Matlab. I've gone through a lot of work to get NinjaTrader to call compiled Matlab functions, so that I could use Matlab functionality under the NinjaTrader backtesting/datafeed/execution framework.
I wanted to avoid porting Matlab code to C#.