See the question and my original answer on StackOverflow

P/Invoke is more suited when you have a lot of static functions. You could instead use C++/CLI, which is more appropriate when you have a set of C++ classes, or a structured domain model hierarchy of classes. This is how you could do it with your sample:

The .H:

namespace MathFuncs {

    public ref class MyMathFuncs
    {
        public:            
            double Add(double a, double b);
    };
}

The .CPP:

namespace MathFuncs
{
   double MyMathFuncs::Add(double a, double b) {
       return a + b;
   }
}

The .CS:

static class Program
{
    static void Main()
    {
        MyMathFuncs abd = new MyMathFuncs();
        abd.Add(1.2, 2.3);
    }
}

As you see, you don't need the getClass function as with C++/CLI, your MathFuncs class becomes a full-blown .NET class.

EDIT: if you want the actual computation (a+b in the sample) to happen in unmanaged code, you could do it like this; for example:

The .H:

namespace MathFuncs {

    public ref class MyMathFuncs
    {
        public:            
            double Add(double a, double b);
    };

    class MyMathFuncsImpl
    {
        public:            
            double Add(double a, double b);
    };
}

The .CPP:

namespace MathFuncs
{
    double MyMathFuncs::Add(double a, double b) {
        MyMathFuncsImpl *p = new MyMathFuncsImpl();
        double sum = p->Add(a, b);
        delete p;
        return sum;
    }

#pragma managed(push, off)
    double MyMathFuncsImpl::Add(double a, double b) {
        return a + b;
    }
#pragma managed(pop)
}

In this case, MyMathFuncsImpl::Add is generated as native code, not as IL (calling from C# is the same). See here: managed, unmanaged for more on how to mix managed and unmanaged code.