Brilliant, I've been looking for projects like this. I'm currently working through a couple of RBM C# projects but will add this to my list of reference code.
Top tip: If you use the matrix and vector classes in math.net then you can optionally configure it to use optimised version of e.g. matrix multiplication, that map through to one of the providers, such as Intel Math Kernel Lib, OpenBLAS, and I think there's a CUDA provider too.
I tried the Intel MKL one and the dense matrix multiplication was about 60x faster than a plain C# version.