[Numpy-discussion] performance matrix multiplication vs. matlab

[David Cournapeau]

Sebastian Walter wrote:
> On Thu, Jun 4, 2009 at 10:56 PM, Chris Colbert<sccolbert at gmail.com> wrote:
>   
>> I should update after reading the thread Sebastian linked:
>>
>> The current 1.3 version of numpy (don't know about previous versions) uses
>> the optimized Atlas BLAS routines for numpy.dot() if numpy was compiled with
>> these libraries. I've verified this on linux only, thought it shouldnt be
>> any different on windows AFAIK.
>>     
>
> in the  best of all possible worlds this would be done by a package
> maintainer....
>   

Numpy packages on windows do use ATLAS, so I am not sure what you are
referring to ? On a side note,  correctly packaging ATLAS is almost
inherently impossible, since the build method of ATLAS can never produce
the same binary (even on the same machine), and the binary is optimized
for the machine it was built on. So if you want the best speed, you
should build atlas by yourself - which is painful on windows (you need
cygwin).

On windows, if you really care about speed, you should try linking
against the Intel MKL. That's what Matlab uses internally on recent
versions, so you would get the same speed. But that's rather involved.

cheers,

David