[BLACKBOX] ACML- LAPACK - Mersenne Twister

From: [at]} <Robert>
Date: Wed, 19 Nov 2008 09:50:53 +0000

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Georgy Jikia wrote:
> Hello Robert,
>
> I was also thinking about using some maths library with BlackBox, e.g. GSL.
> If AMD library works also on Intel CPU's, which hopefully should be the
> case, I would be glad to have a look at your CP interfaces with ACML.
>
> Regards
> Georgy

The version of ACML I have used is 3.6. I think the latest version is 4.2,
which I shall try when I have some time.

ACML may be 'optimised' for AMD chips, but I use it on both Amd and Intel
and it works fine. There is no obvious loss of speed on Pentiums, but maybe
the last few % are missing.

When I looked (a few years ago) Intel also did a similar Maths library, but it
cost money! (And I am a long term AMD supported; does anyone remember the great
'bit-slice' chips in the 70's, or the Intel floating point bug fiasco discovered
by Professor Nicely?)

The linear algebra library LAPACK is excellent.

ACML includes several random number generators. The only one I have used is the
Mersenne Twister. As I say, it is now my random number generator of choice. (I
previously preferred Knuth's Lagged Fibonacci Sequence generator.)

ACML also includes FFTs. These work ok, but are neither the fastest or most
accurate implementations that I have.


I will collect together the interface material, and send it out in the next few
days.

Cheers

Robert

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Received on Wed Nov 19 2008 - 10:50:53 UTC