Hi,
I've figured out that Eigen is really fast for matrix operations. I use Visual Studio 2008 and my CPU (i7-2600) supports SSE 4.2.
I made, for example, a simple test concerning the addition "+=" between two fixed-sized matrices. The results are striking : the time in seconds that Eigen do the addition between the matrices is constant for a small size (between 1 and 24). I'm really impressed because I need efficiency for small-sized matrices in my projects. How can you explain it ? Am I right with these results ?
Thanks in advance for making me understand !

Correction : "... concerning the addition "+=" between two dynamic size defined matrices. ... "

Hi,

Look at the docs on the website. Many principles are well explained (including expression templates).

Cheers