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POI need faster floating point math for .NET C# (for multiplying and dividing big arrays)
 

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  1. POI need faster floating point math for .NET C# (for multiplying and dividing big arrays)
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    <p>I need fastest possible way to multiply and divide big arrays of data.</p> <p>I've read this (wrote by Ben Voigt <a href="https://stackoverflow.com/questions/14158956/simple-math-operations-faster-on-double-than-on-float-datatype">here</a>):</p> <blockquote> <p>.NET doesn't use MMX or SSE or AVX, as of the current version</p> <p>(...)</p> <p>modern C++ compilers not only allow SIMD usage, but can auto-vectorize ordinary-looking code into SIMD instructions</p> </blockquote> <p>.</p> <p>I think I need:</p> <ul> <li><p>SSE support with vector operations (for multiplying 4 floats at once)</p></li> <li><p>multithreading support (solution/library that will not collide somehow with C# threading)</p></li> </ul> <p><strong>Is there any library/dll that i can use?</strong></p> <p>Edit: any alternatives for Octave? I neeed only 2 operations: divide, multiply. If I understood correctly what is Octave and how it works - I will need to parse output... It cant be fast...</p> <hr> <p><strong>According to "what have you tried" and "why you don't want to use simple <code>for</code>":</strong></p> <p>I need this for neural network training. Network (now) has more than 50 inputs, many neurons (each 50+ weights). Learning data contains 100.000+ rows, 50+ fields each. Each neuron input needs few (at least 5) multiply operations.</p> <p>I have no idea how many learning epochs i need, but i tried to benchmark only multiply operations and i got result: about 16 secs per epoch on my Intel Core Duo T2500 2.0GHz CPU.</p> <p>Of course i can buy faster computer, but new computer is worth more than few hours of my work, so I hope it looks logical...</p>
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    1. COAre you sure you need SSE? Copying data into unmanaged memory or pinning can often times offset the performance benefit of using it.
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    2. COIs this really 50-dimensional data or just a matrix of size 50? For true 50 dimensional data you'd have a minimum of 2^50 values. What are you actually doing?
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    3. COI don't know if this will do what you need but it may be able to help I herd a pod cast from the lead developer and stated it was as perfomant as native implementations. http://msdn.microsoft.com/en-us/library/ff524509(v=vs.93).aspx
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