Re:Outperforming LAPACK with C++ metaprogramming
by sevensor on Monday January 29, 2018 @09:53AM
(#16257795)
Personally, my biggest reason to prefer LAPACK in general is that its authors have already put a great deal of effort into correctness and numerical stability, so I don't have to. Even basic LAPACK is pretty fast, let alone the optimized libraries. Hand-optimizing my own special case is an absolute last resort.
[ Parent
| on HN ]
Re:Outperforming LAPACK with C++ metaprogramming
by pletnes on Monday January 29, 2018 @11:01AM
(#16258212)
Yes, Cramer’s rule (referred to in the article) does not give numerically stable results AFAIK - which is yet another can of worms. Good catch.
Re:Outperforming LAPACK with C++ metaprogramming
by thanatropism on Monday January 29, 2018 @12:06PM
(#16258765)
I don't think I have heard Cramer's rule mentioned without the caveat "but don't use this for real problems".