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Thanks. Didn't know about that library. We do a lot of matrix operations but have so far found System.Numerics.Vectors covers our immediate use cases.
by jamessouth 10y ago
Thanks. Didn't know about that library. We do a lot of matrix operations but have so far found System.Numerics.Vectors covers our immediate use cases.
- redcalx 10y agoI found that matrix multiplication of dense matrices using MKL was about 60x faster than 'plain' C# code (on a recent core i7 CPU). The Vector<T> class will get you only some of that gain - mainly because MKL uses the FMA CPU instruction (fused multiply and add) that is designed specifically for matrix multiplication, + lots of other optimisations that Intel can make that the .NET jitter can't/won't.
- jamessouth 10y agoThat's some improvement. Will definitely have a proper look.