Compare DataTable and show rows that are not present

Yes, but you've already changed the type of the columns to double when building table3.

What I think you will need to do is to parse the strings in table2 to double when adding rows to table3:

table3.Rows[j][col] = double.Parse(table2.Rows[j][col].ToString());  // EDITED

If some values could be null, then a more complicated expression will be needed.

I don't see how you can efficiently build a list of excluded names without using an 'else' clause.

But, in any case, you can't sort table3 before it's been built and populated.

Looking now at this part of the code:

   DataTable resultDt = table3.Clone();
   for (int m = 0; m < table3.Columns.Count; m++)
   {
      DataView dv = new DataView(table3);
      dv.Sort = filterExp.Split(',')[m];
      table3 = dv.ToTable();
      for (int i = 0; i < table3.Rows.Count; i++)
      {
         if (resultDt.Rows.Count != table3.Rows.Count)
         {
            resultDt.Rows.Add();
         }
         resultDt.Rows[i][m] = table3.Rows[i][m];
      }
   }

   return resultDt;

I don't see the need to clone table3 and also to sort the view one column at a time. I'd have thought the following code would suffice:

   DataView dv = table3.DefaultView;
   dv.Sort = filterExp.TrimEnd(','); // get rid of trailing comma
   return dv.ToTable();

What about not using else how to build table3 at the same time show Parameter Names which are excluded 

I'm just wondering why you've put Console.ReadLine() in the foreach loop?

You'll then need to press enter to display the next excluded name.

Can you please check the code [I have included sorting by using clone] 
But more importantly the excluded parameter's are not getting looped
only one excluded parameter is being displayed
I want to display excluded parameters and also build table3 with only those parameter names present.
using else will stop table3 from building If I am not wrong.
 
private static DataTable CompareTwoDataTable(DataTable table1, DataTable table2)
        {


            List excludedNames = new List();
            DataTable table3 = new DataTable();
            DataRow dr = null;
            string filterExp = string.Empty;
           
           
           
            for (int i = 0; i < table1.Rows.Count; i++)
            {


                string col = table1.Rows[i]["Par Name"].ToString();
                if (table2.Columns.Contains(col))
                {
                    if (!table3.Columns.Contains(col))
                    {
                        table3.Columns.Add(col, typeof(double));
                        filterExp = filterExp + col + " asc ,";
                    }


                    for (int j = 0; j < table2.Rows.Count; j++)
                    {
                        if (table3.Rows.Count != table2.Rows.Count)
                        {
                            dr = table3.NewRow();
                            table3.Rows.Add(dr);
                        }
                        table3.Rows[j][col] = (table2.Rows[j][col]);
                    }




                }
                else
                {
                    excludedNames.Add(col);
                }
        }




            Console.WriteLine("The following Par names were  excluded from  dt3\n");
            foreach (string name in excludedNames)
            {
                Console.WriteLine(name);
                Console.ReadLine();
            }






            DataTable resultDt = table3.Clone();
            for (int m = 0; m < table3.Columns.Count; m++)
            {
                DataView dv = new DataView(table3);
                dv.Sort = filterExp.Split(',')[m];
                table3 = dv.ToTable();
                for (int i = 0; i < table3.Rows.Count; i++)
                {
                    if (resultDt.Rows.Count != table3.Rows.Count)
                    {
                        resultDt.Rows.Add();
                    }
                    resultDt.Rows[i][m] = table3.Rows[i][m];
                }


            }










            return resultDt;
        }