Performance: Matlab vs C++ Matrix vector multiplication

Question

Preamble

Some time ago I asked a question about performance of Matlab vs Python (Performance: Matlab vs Python). I was surprised that Matlab is faster t

Answer 1

You might be interested to look at the MATLAB Central contribution mtimesx.

Mtimesx is a mex function that optimizes matrix multiplications using the BLAS library, openMP and other methods. In my experience, when it was originally posted it could be beat stock MATLAB by 3 orders of magnitude in some cases. (Somewhat embarrassing for MATHWORKS, I presume.) These days MATLAB has improved its own methods (I suspect borrowing from this.) and the differences are less severe. MATLAB sometimes out-performs it.