Having just responded to a comment, saying I would be focussing on Add-in Express, rather than ExcelDNA, I have just found a blog post about using the ALGLIB C# routines in Excel, with the aid of ExcelDNA:
Parcell’s Posts; Tutorial: Numerical Analysis in Excel using C# with ExcelDna and AlgLib
I will be looking at Add-in Express in the near future, but ExcelDNA just got added to the to-do list.