ODE Solver(RK4 etc.)
Neil Dalchau commented
I agree with fischi. If the .NET framework is to make inroads into scientific computing, then ODE solvers are mandatory. Having access to ODE solvers in .NET would basically turn me away from Matlab and over to .NET for nearly all of my work.
ODE solvers are one of the most crucial things. Maybe take some from odepack.
Octave also has a very nice set of solvers. (e.g. radau5)