Hi everyone.

I currently have a numerical simulation code working in MATLAB. The code
is for a scientific application and the complexity involved till now has
not been much. The simulation is based on solving a non-linear system
which involves lots of iterations, the primary method being Newton's
method or Fixed point method. Since the complexity has been minimal,
MATLAB did support all the requirements but the speed was an issue.

Moving on, the next set of requirements involves heavy computation with
over millions of iterations. I am concerned about the usage of MATLAB for
this scenario and would like to move on to a faster platform. I first
considered C++ and then C#. I have worked on .NET for 2 years but havent
done much work on the Math side of the framework.

Now is there a specific reason to choose C++ over .NET for such an
application ? Speed being a important consideration, what would you guys
suggest from your personal experience ?

I have lots of calculations with vectors and matrices. So i am also
looking for a good implementation of BLAS/LAPACK in C# (If .NET works
better !) with comparable performance to its native predecessor ! Anyone
know any ??

Although i do believe benchmarks are useless without the parameters, all
of them do suggest that VC++ is much better than VC#. Intuitively i
guessed that but are there any specific compiler options to optimize the
execution of certain math operations in C# to maximize the performance ?

Sorry for such a long background on what i was doing but felt that it was
necessary. Thanks for any help you guys can provide.

-Vijay

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