The guys at Extreme Optimization have released version 4.0 of their .NET math library.
This time the library comes with 50 QuickStart samples for F#, including polynomials in F#, numerical integration in F#, optimization in F#, Fourier Transforms in F#, continuous distributions in F# and discrete distributions in F#. Some other things on offer in 4.0 are:
The original is here: Extreme Optimization Numerical Libraries for .NET.
[ Note, after a comment, I removed the inline description of the product - if you have a math library that can be used with F#, please let me know and I'd be glad to include a blog about it here ]