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It performs extremely well on Haswell. The main issue is to reliably and quickly find the actual cache size to be used for our 2nd level of blocking, that is: max(l2,l3/nb_core_sharing_l3)
Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms.
For more information go to http://eigen.tuxfamily.org/.
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