与专门的供应商库相比，C ++ Eigen库的性能如何？ [英] How can the C++ Eigen library perform better than specialized vendor libraries?

问题描述

我正在查看性能基准： http://eigen.tuxfamily.org/ index.php？title = Benchmark

I was looking over the performance benchmarks: http://eigen.tuxfamily.org/index.php?title=Benchmark

我不禁注意到本征似乎始终优于所有专门的供应商库。问题是：怎么可能？有人会假定mkl / goto将使用处理器特定的调整代码，而本征则相当通用。

I could not help but notice that eigen appears to consistently outperform all the specialized vendor libraries. The questions is: how is it possible? One would assume that mkl/goto would use processor specific tuned code, while eigen is rather generic.

请注意 http://download.tuxfamily.org/eigen/btl-results-110323/aat.pdf ，本质上是一个dgemm。对于N = 1000，本征大约为17Gf，而MKL仅12Gf

Notice this http://download.tuxfamily.org/eigen/btl-results-110323/aat.pdf, essentially a dgemm. For N=1000 Eigen gets roughly 17Gf, MKL only 12Gf

推荐答案

本征的评估很懒。来自本征与BLAS / LAPACK的比较如何？：

Eigen has lazy evaluation. From How does Eigen compare to BLAS/LAPACK?:

对于涉及复杂表达式的运算，Eigen本质上比任何BLAS实现都要快
，因为它可以处理和优化
a全球范围内的整个操作-虽然BLAS迫使程序员
将复杂的操作分成与BLAS
固定功能API匹配的小步，由于引入
临时对象而导致效率低下。例如，参见Y = a X + b Y
操作的基准结果，该操作涉及两次调用BLAS level1例程，而Eigen
自动生成一个矢量循环。 p>

For operations involving complex expressions, Eigen is inherently faster than any BLAS implementation because it can handle and optimize a whole operation globally -- while BLAS forces the programmer to split complex operations into small steps that match the BLAS fixed-function API, which incurs inefficiency due to introduction of temporaries. See for instance the benchmark result of a Y = aX + bY operation which involves two calls to BLAS level1 routines while Eigen automatically generates a single vectorized loop.

基准是 Y = a * X + b * Y ，这是Eigen专门设计的。毫无疑问，图书馆在创建基准时胜出。您会注意到，更通用的基准测试（例如矩阵-矩阵乘法）对Eigen没有任何优势。

The second chart in the benchmarks is Y = a*X + b*Y, which Eigen was specially designed to handle. It should be no wonder that a library wins at a benchmark it was created for. You'll notice that the more generic benchmarks, like matrix-matrix multiplication, don't show any advantage for Eigen.

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