Fastest way to calculate primes in C#?

Question

I actually have an answer to my question but it is not parallelized so I am interested in ways to improve the algorithm. Anyway it might be useful as-is for some people.

Answer 1

There's a very good article about the Sieve of Eratosthenes: The Genuine Sieve of Eratosthenes

It's in a functional setting, but most of the opimization do also apply to a procedural implementation in C#.

The two most important optimizations are to start crossing out at P^2 instead of 2*P and to use a wheel for the next prime numbers.

For concurrency, you can process all numbers till P^2 in parallel to P without doing any unnecessary work.