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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 : (+33)1 69 15 66 35

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