Lessons learned:
- Regarding
kron
: we had this discussion, which shows room to improve performance for Kronecker products and their kind like Hadamard and Khatri-Rao, probably. - Regarding basic linear algebra: we had this and that discussion about how to dispatch high level linear algebra operations to OpenBLAS or MKL.
For now I’d recommend users coming from MATLAB and seeking high performance to look into the lower level BLAS interfaces. Would it be sensible to update the documentation to reflect this experience?
P.S.: a word on the differences w.r.t. the selected BLAS implementation wouldn’t hurt, also.