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by FabHK 3189 days ago
> how to achieve high performance

You really just want to use LAPACK/BLAS, no? (That's what the Neanderthal library mentioned in the article does, btw, and basically linear algebra libraries for other languages, too. If not, you probably shouldn't use it...)

http://neanderthal.uncomplicate.org

1 comments

Of course you should but the blocking and amortization techniques have much wider usecases beyond linear algebra. Matrix multiplicaton is a useful "simple" example to study; of course you don't write your own if what you want to do is covered by BLAS/LAPACK.

For instance I have written high performance spherical harmonic transforms, and these techniques apply then.