From time to time I need a library which can perform matrix multiplication for me. I think I have most recently used EJML, but that isn't necessarily the easiest package to use when I am working with feature vectors. Having a good package can mean the difference in waiting hours for your computations to complete. So what are the most efficient packages out there? Are there any good benchmarks to support such claims made by various packages which might exist?
Well let me give an answer since this question is a bit quiet. From the EJML website, I found this graph:
So according to this, EJML is best overall using pure Java code for smaller matrix and MTJ is best for large sized matrices. Again got to be careful with one of the candidates reporting, but this does give some insight into the different packages available.