In this small project, it is tried to compare the performance of algebraic-operations such as matrix multiplication and the final result on a simple optimization problem is to be evaluated.
This file is yet an ongoing project :) It has a few requirements:
sudo apt-get install gfortran libblas-dev liblapack-dev
sudo apt install libeigen3-dev
sudo apt-get install libboost-all-dev
git clone https://bitbucket.org/blaze-lib/blaze.git
cd blaze/
cmake -DCMAKE_INSTALL_PREFIX=/usr/local/
sudo make install
The initial result is that for a particular function (method) in MPC_Mosek_xN class, the calculations with blast-lib takes almost 2~4 times longer than Eigen-lib. This initial result is based on no parallelization of the code.
For instance let's measure update_obj_matrices(v_h) method by running it over 100 times which uses Eigen3 Library
Using Eigen library, on average basis it took 0.000251275 seconds
For instance let's measure update_obj_matrices(v_h) method by running it over 100 times which uses blaze library
Using Eigen library, on average basis it took 0.000441995 seconds