Cool. I'm assuming you do a lot of matrix operations, so I'm wondering if you've come across the Matrix<> type in Math.Net?; It has plug-in 'providers' for concrete implementations, and there are providers that are backed by Intel MKL, OpenBLAS, ATLAS, CUDA, etc.
If you don't register a provider you just get plain .NET code running serially (though it may user Vector<T> in future versions).
See:
https://github.com/mathnet/mathnet-numerics/tree/master/src/...