Eigen (C++ library)

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Revision as of 19:35, 1 October 2019 by David (talk | contribs) (→‎GCC)
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Eigen is a template header-only C++ linear algebra library. It is one of the fastest and most popular.

Website

Usage

Compilation

Reference
For optimal performance, I recommend using the following flags when compiling.

GCC

  • -mfma Enable fused multiply add
  • -mavx2 Enable avx2 vector instructions
  • -DEIGEN_NO_DEBUG Set preprocessor define for eigen optimizations
  • -fopenmp OpenMP parallel execution