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

Subject: Re: [boost] performance of a linear algebra/matrix library
From: Belcourt, Kenneth (kbelco_at_[hidden])
Date: 2010-05-06 14:03:48

On May 6, 2010, at 11:54 AM, joel falcou wrote:

> DE wrote:
>> 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 ...

Perhaps section 6.2 of Ulrich's paper would offer some ideas?

        http://people.redhat.com/drepper/cpumemory.pdf

-- Noel