Newbie: uBLAS slow?

From: Thomas Willhalm (yg-boost-users_at_[hidden])
Date: 2002-09-12 06:07:07

Hello,

I'm new to ublas, so it's easily possible that I overlooked something 
obvious. The first thing I tried to calculate was the following line:

numerics::matrix<double> M(dimension,n);
numerics::matrix<double> Covariance 
   = numerics::prod(M,numerics::trans(M))/n;

where dimension is 50 and n is 8000.

Unfortunately. it turned out that the following "stupid" code actually 
performs better:

numerics::matrix<double> Covariance(dimension,dimension);
for (int i=0; i<dimension; ++i) 
   for (int j=0; j<dimension; ++j) {
      Covariance(i,j)=0;
      for (int k=0; k<n; ++k) 
         Covariance(i,j) += M(i,k)*M(j,k);
      Covariance(i,j) /= n;
   }

What am I doing wrong?

I'm using gcc 2.95.3 under Linux 2.4.18 on a mobile Pentium III, if it 
matters.

Thanks in advance

Thomas