xll BLAS add-in
Posted: June 28th, 2011, 4:26 pm
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.