to say about threading on 11.08.2009 at 22:21 joel wrote :
We also target multicore using openMP (rather trivial) and are starting GPUs this year with a new post-doctoral grant. SO I hope to get everythign working together to get some compelte, be-all end-all matrix library out of that.
i tried to parallelize some operations using openmp but got significant speedup only for matrix-vector and matrix-matrix multiplication so i came to a thought that multithreading for linalg operations of moderate sizes is even harmful rather threading must be done at higher levels e.g. when monte-carlo simulating it is trivial to compute subsequent realizations in several threads -> minimum sinchronization, minimum complexity, maximum speedup so the question is: is threading for such lib needed as air? -- Pavel