Regular readers of my blog will know that from time to time I post pointers to technologies that work with F#, as a service to the F# community. I've blogged in the past about other maths and stats libraries that work with F#, and am adding another one today!
Our product "FCore" is a .NET numerical library which has been specifically designed for those who want to use F# in their quantitative development on .NET platform. FCore features a dedicated F# API which users will find very familiar and easy to learn. Most FCore functions call internally Intel Math Kernel Library for maximum performance on Intel platform. ...FCore can bypass .NET 2GB memory restriction and manipulate matrices of virtually unlimited sizes (64 bit version).
They also offer assistance with moving to F# ("Frustrated with your current numerical development platform? We can help with the transition..."), and if you need bespoke functionality they also offer to assist with that.