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2020-01-28T18:54:00Z

Does anybody have experience using a Matrix Template Library for high-performance applications in finance?

I am the president and CEO of a differentiated system integration company for high-performance deep learning and intelligent systems. 

I am looking for feedback on the use of MTL for HPC applications. 

Specifically in terms of: 

  • Ease of use
  • Performance
  • Functionality
  • Numerical robustness

Thanks! I appreciate the help. 

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WK
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2020-02-05T16:21:20Z
Feb 5, 2020

Not sure whether I got your problem. Based on my background, I used some matrix libraries many years ago, however at that time no real template libaries...

I guess you are using C++? Could you interface to Fortran, have you researched on the various libraries available, such as the old SCALAPACK, LAPACK, or MAGMA etc? MTL4?
see also www.cscs.ch for an overview of various libraries... you should read it...

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