Question

I need frequent usage of matrix_vector_mult() which multiplies matrix with vector, and below is its implementation.

Question: Is there a simple way to make it significantly, at least twice, faster?

Remarks: 1) The size of the matrix is about 300×50. It doesn’t change during the
run. 2) It must work on both Windows and Linux.

double vectors_dot_prod(const double *x, const double *y, int n)
{
    double res = 0.0;
    int i;
    for (i = 0; i < n; i++)
    {
        res += x[i] * y[i];
    }
    return res;
}

void matrix_vector_mult(const double **mat, const double *vec, double *result, int rows, int cols)
{ // in matrix form: result = mat * vec;
    int i;
    for (i = 0; i < rows; i++)
    {
        result[i] = vectors_dot_prod(mat[i], vec, cols);
    }
}

Answer 1

This is something that in theory a good compiler should do by itself, however I made a try with my system (g++ 4.6.3) and got about twice the speed on a 300×50 matrix by hand unrolling 4 multiplications (about 18us per matrix instead of 34us per matrix):

double vectors_dot_prod2(const double *x, const double *y, int n)
{
    double res = 0.0;
    int i = 0;
    for (; i <= n-4; i+=4)
    {
        res += (x[i] * y[i] +
                x[i+1] * y[i+1] +
                x[i+2] * y[i+2] +
                x[i+3] * y[i+3]);
    }
    for (; i < n; i++)
    {
        res += x[i] * y[i];
    }
    return res;
}

I expect however the results of this level of micro-optimization to vary wildly between systems.