LAPACKE_zgesvxx with small size systems

[Gianluca_G_1]

We use LAPACKE_zgesvxx function in order to resolve a huge system of linear equations. 

This function is very fast with this kind of matrices, but if we have small matrix Size like < 10x10, it is very slow.
Did you provide any optimized method for this kind of size?

We have to resolve plenty of small small systems.

Best regards

Gianluca

[Gennady_F_Intel]

Gianluca, yes, we are working on further improvement such tiny cases. What mkl version do you use? 

[Gianluca_G_1]

I downloaded just today the MKL version 2017.0.2.1 .

[Gennady_F_Intel]

have you tried the performance with this update?

[Gianluca_G_1]

Yes, I just verified it, and it is much faster than before, but not enough.
If we use a simple LU function written in C# this is still much better.

Let me know if you improve more.

thank you 

Gianluca