Re: [boost] performance of a linear algebra/matrix library

Subject: Re: [boost] performance of a linear algebra/matrix library
From: joel falcou (joel.falcou_at_[hidden])
Date: 2010-05-06 13:54:36

DE wrote:
> hi all
>
> i work on a linear algebra library with an intent to propose it for
> inclusion into boost collection of libs
>
> so my question is: how fast such a lib should be to make everybody
> happy?
>
> i found that to increase the performance of a generic linear algebra
> library one must complicate the implementation to a very high degree
> (though this statement should be obvious to everyone)
>
> i struggled with poor performance of matrix multiplication and finally
> identified the bottleneck
>
> i improved the implementation (seriosly complicating it, i'm afraid i
> will forget how it works in a month) and now it performs some 33%
> slower than C code for virtually any size of matrix
>   
Sound slike you just trash cache ...
doing matrix product in i,j,k order is like, well, bad as all grad 
student should know ...

-- 
___________________________________________
Joel Falcou - Assistant Professor
PARALL Team - LRI - Universite Paris Sud XI
Tel : [phone]