C/C++ speed optimization bible/resources/pointers needed, with/without using GSL...
I ask this for my friend. I am also interested to know: Hi all, I am in the middle of programming to solve an engineering problem where the speed is huge concern. The project involving lots of numerical integration and then there are several loops/levels of optimization on top of the function evaluation engine. As you probably know, the key to a successful optimization is a fast underlying objective function evaluator. The faster it is, the more promising the optimization result(perhaps global optimal). However our project requires many numerical integrations which prohibits us from making it super fast. At the heart of the numerical integration is a smart integrator and a super-fast integrand function evaluator. Even worse, our function evaluation is in complex-domain. So the key point is how to arrange our C/C++ code to make it highly efficient in every aspect. Could anybody give some advice/pointers on how to improve the speed of C/C++ program? How to arrange code? How to make it highly efficient and super fast? What options do I have if I don't have luxury to use multi-threaded, multi-core or distributed computing? But I do have a P4 at least. Please recommend some good bibles and resources! Thank you!
