测试有效：http://answers.unity3d.com/questions/462042/unity-and-mathnet.html
I got this working.
Steps:
1) Create a folder called Assets/Plugins in your project.
2) go to
https://onedrive.live.com/?id=84F3672F8CDA3E91%21440210&cid=84F3672F8CDA3E91
and download the latest version of MatNet.Numerics.dll in zip format.
3) open the folder called Net35. Unity apparently only runs on this version of .net.
4) copy BOTH MathNet.Numerics.dll AND System.Threading.dll into Assets/Plugins.
Note: Don't touch anything in MonoDevelop. it should reference it automatically.
For me i was installing the newer .net version and I didn't realize it also needed System.Threading.dll. Once I got it in the above format it worked fine.
FYI: I'm on El Capitan OSX11.4 and Unity 5.3.4f1 personal.