c++ - Speed up float 5x5 matrix * vector multiplication with SSE

Question

I need to run a matrix-vector multiplication 240000 times per second. The matrix is 5x5 and is always the same, whereas the vector changes at each iteration. The data type is float. I was thinking of using some SSE (or similar) instructions.

1. I am concerned that the number of arithmetic operations is too small compared to the number of memory operations involved. Do you think I can get some tangible (e.g. > 20%) improvement?

2. Do I need the Intel compiler to do it?

3. Can you point out some references?

Answer 1

The Eigen C++ template library for vectors, matrices, ... has both

• optimised code for small fixed size matrices (as well as dynamically sized ones)

• optimised code that uses SSE optimisations

so you should give it a try.