Why is MATLAB so fast in matrix multiplication?

This kind of question is recurring and should be answered more clearly than “MATLAB uses highly optimized libraries” or “MATLAB uses the MKL” for once on Stack Overflow. History: Matrix multiplication (together with Matrix-vector, vector-vector multiplication and many of the matrix decompositions) is (are) the most important problems in linear algebra. Engineers have been solving … Read more

What are the most widely used C++ vector/matrix math/linear algebra libraries, and their cost and benefit tradeoffs? [closed]

There are quite a few projects that have settled on the Generic Graphics Toolkit for this. The GMTL in there is nice – it’s quite small, very functional, and been used widely enough to be very reliable. OpenSG, VRJuggler, and other projects have all switched to using this instead of their own hand-rolled vertor/matrix math. … Read more