I am relatively new to Math Kernal and Matlab . Is it advantageous to write a MEX file to link from Matlab to Math Kernal to perform linear algebra operations ? I have read in few places that Matlab is already using LAPACK for its linear algebra operations. So is it worthwhile to spend time to link between Matlab and Math Kernal . My objective is to execute a file faster in Matlab. This led me to think of connecting Matlab with Math Kernal. But if Matlab itself is using the same feature is there a point in linking the two through a MEX file.
It's certainly possible, depending on your program, that Matlab may get as much speedup by its implicit use of MKL as you could achieve via mex. If all your time is spent in lapack, you might expect this.
