FFT, Fir and IIR

I need your help . I think there is possible to use something in Visual Studio Net (2017, C#) to calculate FFT, FIR and IIR filters.  I remember I read it somewhere but
I don't remember what was it.
Do you know what can I use for very fast process?
Looking forward for your suggestions.
Who is Participating?
I don't think there's anything in the core/native .NET framework for doing these calculations, but there are a variety of libraries out there that do them. You might want to check out Math.NET:

https://numerics.mathdotnet.com/ (Has FFT support)

https://www.mathdotnet.com/ (The larger package)
mastiSoftAuthor Commented:
Thank you, math.net it is what I need ).
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