MTIMESX - Fast Matrix Multiply with Multi-Dimensional Support
MTIMESX is a fast general purpose matrix and scalar multiply routine that has the following features:
- Supports multi-dimensional (nD, n>2) arrays directly
- Supports Transpose, Conjugate Transpose, and Conjugate pre-operations
- Supports singleton expansion
- Utilizes BLAS calls, custom C loop code, or OpenMP multi-threaded C loop code
- Can match MATLAB results exactly or approximately as desired
- Can meet or beat MATLAB for speed in most cases
MTIMESX has six basic operating modes:
- BLAS: Always uses BLAS library calls
- LOOPS: Always uses C loops if available
- LOOPSOMP: Always uses OpenMP multi-threaded C loops if available
- MATLAB: Fastest BLAS or LOOPS method that matches MATLAB exactly (default)
- SPEED: Fastest BLAS or LOOPS method even if it doesn't match