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FCore is a .NET numerical library and has been specifically designed for those who want to use F# for their quantitative development on .NET platform. FCore features a dedicated F# API. It has been internally implemented in C++ for maximum performance and is multi-threading ready. FCore can also bypass .NET 2GB memory restriction and manipulate matrices of virtually unlimited sizes (64-bit version).
This link recently saved by atifaziz on January 16, 2011