Hello,
I am new to uBlas and I would like to
know if what I am doing make sense. Basically, I want to use uBlas with Intel
MKL - I realize I could get Atlas for free but I believe MKL should be faster on
Intel processors than Atlas.
This is what I do - when I can I use uBlas.
When I need some functionality that is not in uBlas (like Cholesky decomp), I
would do something like this:
const int dim = 3;
// need to make sure that the matrix is stored in
row order
matrix<double,column_major> varCovar(dim,
dim);
....
// calling Intel MKL function
dpotrf( &uplo, (int *) (&dim), (double *)
&varCovar(0,0), (int *) (&dim), &info );
Does this seem like a reasonable approach ? Is
there a better way ? What is all that talk about binding, what kind of advantage
would it give me ?
Thank you,
Bumbrlik