Dot product - SSE2 vs BLAS

Question

What's my best bet for computing the dot product of a vector x with a large number of vectors y_i, where x and y_i are of length 10k or so.

1. Shove the y's in a matrix and use an optimized s/dgemv routine?
2. Or maybe try handcoding an SSE2 solution (I don't have SSE3, according to cpuinfo).

I'm just looking for general guidance here, so any suggestions will be useful.
And yes, I do need the performance. Thanks for any light.

Answer 1

I think GPUs are specifically designed to perform operations like this quickly (among others). So you could probably make use of DirectX or OpenGL libraries to perform the vector operations. D3DXVec2Dot This will also save you CPU time.

Answer 2

Handcoding a SSE2 solution is not very difficult and will bring a nice speedup over a pure C routine. How much this will bring over a BLAS routine must be determined by you.

The greatest speedup is derived by structuring the data into a format, so that you can exploit data parallelism and alignment.

Answer 3

Alternatives for optimised BLAS routines:

• If you use intel compilers, you may have access to intel MKL
• For other compilers ATLAS usually provides nice performance numbers

Answer 4

I use a GotoBLAS. It's the hight perfomance kernel routines. The many times better than MKL and BLAS.