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OpenMP threading in Eigen and linking against BLAS/LAPACK #137

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robertodr opened this issue Mar 5, 2018 · 0 comments
Open

OpenMP threading in Eigen and linking against BLAS/LAPACK #137

robertodr opened this issue Mar 5, 2018 · 0 comments

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@robertodr
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Ideas linked to #136

  1. Dense computations in Eigen can be threaded using OpenMP. This should be carefully explored: we want to avoid introducing race conditions in code that depends on the library.
  2. Since version 3.3, Eigen can off-load certain dense computations to BLAS and LAPACK
    http://eigen.tuxfamily.org/dox/TopicUsingBlasLapack.html
    http://eigen.tuxfamily.org/dox/TopicUsingIntelMKL.html
    This could represent an easy performance gain.
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