In case somebody missed this. Roslyn CPT from Microsoft allows c# interactive directly in Visual Studio.
etc.. Still in beta so save your work a lot.
>#r "C:\work\csharp\mathnet-numerics\out\debug\Net40\MathNet.Numerics.dll"
> using MathNet.Numerics.LinearAlgebra.Generic;
> using MathNet.Numerics.LinearAlgebra.Double;
> var mat = DenseMatrix.Create(3, 3, (i, j) => 1.0*(i+j))
> var mm = mat * mat;
> Console.WriteLine(mm)
DenseMatrix 3x3-Double
5 8 11
8 14 20
11 20 29
<void>etc.. Still in beta so save your work a lot.