C++ - OpenBLAS Matrix Multiplication

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Matrices are extremely popular in many fields of computer science but many operations are slow, especially the useful ones like matrix multiplication where the complexity reaches . There are of course algorithms to speed things up, but there are much faster ways that can fully utilize computer's hardware.

Every operation when doing matrix multiplication is independent which means it can be parallelized through multiple CPU cores or even put on a GPU if you want the best you can get. But sometimes just CPU is enough to avoid expensive copies between CPU and GPU and to reach speed ups up to 10 times. This is where OpenBLAS comes in.

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