[SciPy-User] How to efficiently do dot(dot( A.T, diag(d) ), A ) ?
Tue Sep 11 12:28:57 CDT 2012
On Wed, Sep 12, 2012 at 1:15 AM, Pauli Virtanen <email@example.com> wrote:
> You are here bencmarking the underlying BLAS libraries. Matlab comes
> with Intel MKL, whereas your Numpy/Scipy is likely linked with ATLAS.
Ok, that's good information. I think that makes a lot of sense, and
sounds plausible to me.
> MKL can be faster than ATLAS, but on the other hand you can also link
> the Numpy/Scipy combination against MKL (provided you buy a license from
Ok, that sounds reasonable to me.
It makes me wonder though. There is an opensource project called
'Eigen', for C++.
It seems to provide good performance for matrix-matrix multiplication,
comparable to Intel MKL, and significantly better than ublas
http://eigen.tuxfamily.org/index.php?title=Benchmark I'm not sure
what the relationship is between ublas and BLAS?
I wonder if it might be worth scipy providing an option to link with
eigen3? I confess I don't personally have time to do that though.
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