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xll BLAS add-in
This is just a first cut at demonstrating how to use the Intel MKL library from Excel. http://xllblas.codeplex.com.One thing to note about this is that it uses the Excel native data type for floating point numbers. No std::vector<double>, or boost arrays, or some home-grown matrix library written by a guy named Barney sitting in his garage in his underwear. Just give the pointer to the array of doubles to MKL without copying data from here to kingdom come.Yesterday one of my clients used this to get a 4%, er 40%, I mean, 4x = 400% speedup! Kimo say check 'um out, bra.
xll BLAS add-in
just tried BLAS:GEMM in the wizard with two empty matrices whose size didn't match and it crashed Excel. Not nice, you should catch exceptionsbesides the xll I've downloaded includes only two functions...
xll BLAS add-in
It is just a first cut of demonstrating how to use the Intel MKL library from Excel. Are you building from the source code or just running the xll I've provided for you?