Speed up float 5x5 matrix * vector multiplication with SSE

c++ vectorization matrix-multiplication sse simd
Enzo picture Enzo · Jul 8, 2011 · Viewed 9.5k times · Source

I need to run a matrix-vector multiplication 240000 times per second. The matrix is 5x5 and is always the same, whereas the vector changes at each iteration. The data type is float. I was thinking of using some SSE (or similar) instructions.

  1. I am concerned that the number of arithmetic operations is too small compared to the number of memory operations involved. Do you think I can get some tangible (e.g. > 20%) improvement?

  2. Do I need the Intel compiler to do it?

  3. Can you point out some references?

Answer

Dirk Eddelbuettel picture Dirk Eddelbuettel · Jul 8, 2011

The Eigen C++ template library for vectors, matrices, ... has both

  • optimised code for small fixed size matrices (as well as dynamically sized ones)

  • optimised code that uses SSE optimisations

so you should give it a try.

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