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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. 

TO
Theodore Omtzigt
President and Founder at STILLWATER SUPERCOMPUTING INC
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1 Answer

Last answered Feb 5, 2020
WK
Walter Kuhn
ICT Architect at a tech services company with 51-200 employees
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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/fileadmin/user_upload/contents_publications/tutorials/handson_intro_to_PETSc/CSCS_libraries.pdf for an overview of various libraries... you should read it...

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