How to optimize matrix multiplication operation [duplicate]

Answer 1

Eigen is by far one of the fastest, if not the fastest, linear algebra libraries out there. It is well written and it is of high quality. Also, it uses expression template which makes writing code that is more readable. Version 3 just released uses OpenMP for data parallelism.

#include 
#include 

using Eigen::MatrixXd;

int main()
{
  MatrixXd m(2,2);
  m(0,0) = 3;
  m(1,0) = 2.5;
  m(0,1) = -1;
  m(1,1) = m(1,0) + m(0,1);
  std::cout << m << std::endl;
}