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Eig or svd because it is available in MATLAB and it is quite fast in MATLAB. I have already tried the following libraries with OpenMP

But I do not know that my OpenMP parallel code is much slower than the serial code, maybe something in the library is wrong, or the function random , eig < / Code> or svd are blocked? I do not know how to remove it, some body may suggest me which is the most compatible mathematical library with OpenMP.

I can recommend Intel; Note that it spends money that can affect your decision. I neither know nor care what language it is written in, just as long as it is the API from my chosen language. Offers qualifications. My Fortran is but Binding for C

If you look around then you will get many questions from those people whose first (or second or third) OpenMP program is actually slower than their serial versions. Were. See some answers Do not conclude that to make your code fast, there is a magic bullet in the size of the library; instead, it is most likely that you have written a bad-parallel program and have fixed it.

Finally, if you have the establishment of Matlab, then do not expect to be able to write your own routine for the mother tongue, I would not say that it can not be done, but I think That you will find it very difficult.


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