I found that matrix multiplication of dense matrices using MKL was about 60x faster than 'plain' C# code (on a recent core i7 CPU). The Vector<T> class will get you only some of that gain - mainly because MKL uses the FMA CPU instruction (fused multiply and add) that is designed specifically for matrix multiplication, + lots of other optimisations that Intel can make that the .NET jitter can't/won't.