I am new to .Net platform. I did a search and found that there are several ways to do parallel computing in .Net:
Parallel task in Task Parallel Library, which
There are also some .NET libraries for data parallel programming which target the Graphics Processing Unit (GPU) including:
Microsoft Accelerator is for data parallel programming and can target either the GPU or multi-core processors.
Brama is for LINQ style data transformations that run on the GPU.
CUDA.NET provides a wrapper to allow to CUDA to be used from .NET programs.