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C/C++ speed optimization bible/resources/pointers needed!

losemind
Beginner
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C/C++ speed optimization bible/resources/pointers needed!

Hi all,

I am in the middle of programming to solve an engineering problem
where the speed is huge concern. The project involving lots of
numerical integration and then there are several loops/levels of
optimization on top of the function evaluation engine. As you probably
know, the key to a successful optimization is a fast underlying
objective function evaluator. The faster it is, the more promising the
optimization result(perhaps global optimal). However our project
requires many numerical integrations which prohibits us from making it
super fast. At the heart of the numerical integration is a smart
integrator and a super-fast integrand function evaluator. Even worse,
our function evaluation is in complex-domain. So the kay point is how
to arrange our C/C++ code to make it highly efficient in every aspect.
Could anybody give some advice/pointers on how to improve the speed of
C/C++ program? How to arrange code? How to make it highly efficient
and super fast? What options do I have if I don't have luxury to use
multi-threaded, multi-core or distributed computing? But I do have a
P4 at least. Please recommend some good bibles and resources! What can Intel's libraries do for me specifically for my problems? Thank
you!


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TimP
Honored Contributor III
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Unless you can profile and show the code you want to speed up, your best bet is to narrow down your question by Google etc. and see if any MKL functions are applicable. You make it sound contradictory; you have super-fast code which isn't super-fast, and you don't even want to use multi-core. Performance can't be a "huge concern" if ability to run on a 5 year old CPU is more important. Yes, I have 3 of those. Intel compilers are capable of SSE3 vectorization of complex code, which of course requires a CPU less than 3 years old.
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