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Library for fast matrix multiplication that preserves naive rounding
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radfordneal/matprod
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MATPROD - A LIBRARY FOR MATRIX MULTIPLICATION Files in this directory are Copyright 2013, 2014, 2017, 2018 Radford M. Neal. The matprod library is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA. The file COPYING contains the text of the GNU General Public License, version 2. The matprod library contains procedures for doing scalar-vector, vector-vector, matrix-vector, vector-matrix, vector outer product, and matrix-matrix multiplication, plus version of matrix-matrix multiplication where one or both operands are transposed. These procedures are written to produce exactly the same result as the naive procedures that sum products sequentially. Subject to this restriction, they are written to be reasonably fast, and can take advantage of SIMD instructions on Intel/AMD processors. The file matprod.c (interface defined in matprod.h) contains direct versions of these procedures. The file par-matprod.c (interface defined in par-matprod.h) contains versions that are structured as task procedures for use with the "helpers" library for parallel execution of tasks, with optional pipelining. The application interface to these procedures is documented in api-doc. Some notes on the implementation are in imp-doc. The directory "tests" contains some test programs, documented in test-doc. This software is available at github.com/radfordneal/matprod. The helpers library is available from github.com/radfordneal/helpers. Radford Neal may be contacted at [email protected].
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Library for fast matrix multiplication that preserves naive rounding
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