pmeerw's blog

Sun, 28 Mar 2010

Matrix multiplication: Eigen vs. GSL

Eigen is a C++ template library for linear algebra: vectors, matrices, and related algorithms. The GNU Scientific Library (GSL) is a numerical C library which builds on BLAS for more complicated matrix operations.

Compiled with:
g++ -static -O3 -Wall -I/tmp/eigen -msse3 -ffast-math -mfpmath=sse -o mm mm.cpp -lgsl /usr/lib/sse2/libcblas.a /usr/lib/sse2/libatlas.a
Note: several other ways to link GSL with BLAS are possible, but all were slower (Ubuntu 8.10, 32bit).

eigen 0.380
GSL 0.780

#include <cstdlib>
#include <cstdio>
#include <ctime>

#include "Eigen/Core"



int main() {
    clock_t t;

    MatrixXf ea;
    MatrixXf eb;

    ea = MatrixXf::Random(18, 18);    
    eb = MatrixXf::Random(18, 256);

    t = clock();
    for (int i = 0; i < 10000; i++)
        MatrixXf er = ea * eb;
    printf("eigen %.3f\n", (clock() - t) / (float) CLOCKS_PER_SEC);

    gsl_matrix *ga = gsl_matrix_alloc(18, 18);
    gsl_matrix *gb = gsl_matrix_alloc(18, 256);
    gsl_matrix *gr = gsl_matrix_alloc(18, 256);
    t = clock();
    for (int i = 0; i < 10000; i++)
    	gsl_blas_dgemm(CblasNoTrans, CblasNoTrans, 1.0, ga, gb, 0.0, gr);

    printf("GSL %.3f\n", (clock() - t) / (float) CLOCKS_PER_SEC);


    return EXIT_SUCCESS;

posted at: 16:32 | path: /programming | permanent link

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