C# linear algebra library

Math.NET. We're using it in production.

See: http://en.wikipedia.org/wiki/List_of_numerical_libraries

http://www.alglib.net/ - Open source. Multi-language library.

http://www.mathdotnet.com/ - Open source. As mentioned by others. dnAnalytics is replaced by http://numerics.mathdotnet.com/ in this.

http://www.lutzroeder.com/dotnet/ - Lutz Roeder has a open source port Mapack.Net of LAPACK.

http://www.extremeoptimization.com/ - Commercial.

I am using ILNumerics.NET

www.ilnumerics.net

Very good support and stable. I don't have any comparison though.