3 ms·
They're very different tools. Your system's LAPACK is probably crazily optimized (e.g. ATLAS or MKL) [1], so if you can reduce your problem to LAPACK subroutin
by username223 9y ago
They're very different tools. Your system's LAPACK is probably crazily optimized (e.g. ATLAS or MKL) [1], so if you can reduce your problem to LAPACK subroutines, that's probably the way to go. If you have lots of cores and your problem doesn't neatly reduce to LAPACK, OpenMP will probably help you. In either case, you're well-served spending some quality time with a profiler, and possibly fighting your compiler's optimizer.
[1] In case you're not familiar with it, ATLAS runs a bunch of small programs to figure out what approach is fastest on your specific machine, trying different instructions and memory access patterns for different array/matrix sizes. Cool stuff.