Jon Harrop has a new book out, called F# for Techncial Computing. To quote:
Read this full-color book to learn how Microsoft's new F# programming language can be used as a next-generation platform for high-performance interactive technical computing. Topics covered include the latest version of the F# language, parallel programming with the Task Parallel Library, Windows Presentation Foundation for visualization, concurrent programming with asynchronous workflows, file manipulation, text handling including regular expressions, data structures, algorithms and performance optimization.
I've looked over a draft of the book, and, as always with Jon's writing, came away very impressed. Lots more details are on the page above.