Play sound in .NET using generated waveform data

You can do this using NAudio. You create a stream that derives from WaveStream and in its overriden Read method, you return your samples which you can generate on the fly. You have control over the size of the buffers used by the soundcard which gives you control over the latency.

How to play from an array of doubles

    PlayerEx pl = new PlayerEx();

    private static void PlayArray(PlayerEx pl)
    {
        double fs = 8000; // sample freq
        double freq = 1000; // desired tone
        short[] mySound = new short[4000];
        for (int i = 0; i < 4000; i++)
        {
            double t = (double)i / fs; // current time
            mySound[i] = (short)(Math.Cos(t * freq) * (short.MaxValue));
        }
        IntPtr format = AudioCompressionManager.GetPcmFormat(1, 16, (int)fs);
        pl.OpenPlayer(format);
        byte[] mySoundByte = new byte[mySound.Length * 2];
        Buffer.BlockCopy(mySound, 0, mySoundByte, 0, mySoundByte.Length);
        pl.AddData(mySoundByte);
        pl.StartPlay();
    }