I believe an efficient algorithm should combine recursive approach http://stackoverflow.com/a/28027063 http://stackoverflow.com/a/28027063 with sse-based small

I believe an efficient algorithm should combine recursive approach http://stackoverflow.com/a/28027063 http://stackoverflow.com/a/28027063 with sse-based small matrices transposer http://stackoverflow.com/a/16743203 http://stackoverflow.com/a/16743203 Also, a good reference point to compare performance to is math libraries, like eigen/mtl/ibm essl or something like that.