How can the C++ Eigen library perform better than specialized vendor libraries?

Question

I was looking over the performance benchmarks: http://eigen.tuxfamily.org/index.php?title=Benchmark

I could not help but notice that eigen appears to consistently outper

Answer 1

I sent the same question to the ATLAS mailing list some time ago:

http://sourceforge.net/mailarchive/message.php?msg_id=28711667

Clint (the ATLAS developer) does not trust these benchmarks. He suggested some trustworthy benchmark procedure. As soon as I have some free time I will do this kind of benchmarking.

If the BLAS functionality of Eigen is actually faster then that of GotoBLAS/GotoBLAS, ATLAS, MKL then they should provide a standard BLAS interface anyway. This would allow linking of LAPACK against such an Eigen-BLAS. In this case, it would also be an interesting option for Matlab and friends.