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Otherwise, we've seen a 8-10x performance increase in SolveSpace (CAD) in some situations after switching from home-grown matrix operations to Eigen.
Using it for years, and mostly happy with that library. The performance is awesome for very long vectors / large matrices. It’s less than ideal for small things when the size is known at compile-time. If one knows SIMD intrinsics, in some of these cases the Eigen’s implementation can be outperformed by a large factor like 2-4. Also it’s very hard to mess with RAM layout of some things (like sparse matrices), just too…
https://stackoverflow.com/questions/58071344/is-eigen-slow-a...
Eigen is a great library. A similar one to consider that can at times be slightly easier to use coming from a python background is armadillo: http://arma.sourceforge.net/
BLAS vs Eigen Go
God bless Eigen, I am using it to implement the state matrices of a Kalman Filter and it's a joy to use its APIs.
Using it for years, and mostly happy with that library. The performance is awesome for very long vectors / large matrices. It’s less than ideal for small things when the size is known at compile-time. If one knows SIMD intrinsics, in some of these cases the Eigen’s implementation can be outperformed by a large factor like 2-4. Also it’s very hard to mess with RAM layout of some things (like sparse matrices), just too…
Can confirm the poor performance on small matrices (less than 20x20). This is a problem particularly for robotics applications when your entities are positions, velocities, etc. https://stackoverflow.com/questions/58071344/is-eigen-slow-a...
My only complaint is that using OpenMP Eigen can be slower with SMT than without SMT. They even suggest telling to use half as many threads as you have "cores" when "cores" means twice as many due to SMT. Otherwise, we've seen a 8-10x performance increase in SolveSpace (CAD) in some situations after switching from home-grown matrix operations to Eigen.
A great library, a cornerstone. Many big libraries build on top of it (e.g. OpenCV, PointCloud Library)