I have implemented one matrix multiplication with boost::numeric::ublas::matrix (see my full, working boost code)
Slower performance of the uBLAS version can be partly explained by debugging features of the latter as was pointed out by TJD.
Here's the time taken by the uBLAS version with debugging on:
real 0m19.966s
user 0m19.809s
sys 0m0.112s
Here's the time taken by the uBLAS version with debugging off (-DNDEBUG -DBOOST_UBLAS_NDEBUG compiler flags added):
real 0m7.061s
user 0m6.936s
sys 0m0.096s
So with debugging off, uBLAS version is almost 3 times faster.
Remaining performance difference can be explained by quoting the following section of uBLAS FAQ "Why is uBLAS so much slower than (atlas-)BLAS":
An important design goal of ublas is to be as general as possible.
This generality almost always comes with a cost. In particular the prod function template can handle different types of matrices, such as sparse or triangular ones. Fortunately uBLAS provides alternatives optimized for dense matrix multiplication, in particular, axpy_prod and block_prod. Here are the results of comparing different methods:
ijkalgorithm prod axpy_prod block_prod
1.335 7.061 1.330 1.278
As you can see both axpy_prod and block_prod are somewhat faster than your implementation. Measuring just the computation time without I/O, removing unnecessary copying and careful choice of the block size for block_prod (I used 64) can make the difference more profound.
See also uBLAS FAQ and Effective uBlas and general code optimization.