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by bee_rider 1197 days ago
It depends on the function. For basic stuff, Matlab uses MKL. MKL is available no-cost.

You could use LD_PRELOAD or LD_LIBRARY_PATH to get Octave to link MKL (or I’m sure you could compile the whole thing for MKL, but LD_PRELOAD let me use the disto version and I’m lazy). You also may have to tell MKL to use GNU threads. I’ve done it, got decent speed ups with a 6 core AVX2 system, so I guess something more recent could be even better.