How to speed up Eigen library's matrix product?

Question

I\'m studying simple multiplication of two big matrices using the Eigen library. This multiplication appears to be noticeably slower than both Matlab and Python for the same

Answer 1

Eigen doesn't take advantage of the AVX instructions that were introduced by Intel with the Sandy Bridge architecture. This probably explains most of the performance difference between Eigen and MATLAB. I found a branch that adds support for AVX at https://bitbucket.org/benoitsteiner/eigen but as far as I can tell it not been merged in the Eigen trunk yet.