General Matrix-Matrix Multiplication Using SIMD Features of the PIII (Research Note)

Generalised matrix-matrix multiplication forms the kernel of many mathematical algorithms. A faster matrix-matrix multiply immediately benefits these algorithms. In this paper we implement efficient matrix multiplication for large matrices using the floating point Intel SIMD (Single Instruction Multiple Data) architecture. A description of the issues and our solution is presented, paying attention to all levels of the memory hierarchy. Our results demonstrate an average performance of 2.09 times faster than the leading public domain matrix-matrix multiply routines.