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At Eigen version I use "true" fixed size matrices and vectors, better algorithm (LDLT versus LU at uBlas), it uses SIMD instructions internally. So, why it is slower than uBlas on following example?
I am sure, I am doing something wrong - Eigen MUST be faster, or at least comparable.
#include <boost/numeric/ublas/matrix.hpp>
#include <boost/numeric/ublas/vector.hpp>
#include <boost/numeric/ublas/lu.hpp>
#include <boost/numeric/ublas/symmetric.hpp>
#include <boost/progress.hpp>
#include <Eigen/Dense>
#include <iostream>
using namespace boost;
using namespace std;
const int n=9;
const int total=100000;
void test_ublas()
{
using namespace boost::numeric::ublas;
cout << "Boost.ublas ";
double r=1.0;
{
boost::progress_timer t;
for(int j=0;j!=total;++j)
{
//symmetric_matrix< double,lower,row_major,bounded_array<double,(1+n)*n/2> > A(n,n);
matrix<double,row_major,bounded_array<double,n*n> > A(n,n);
permutation_matrix< unsigned char,bounded_array<unsigned char,n> > P(n);
bounded_vector<double,n> v;
for(int i=0;i!=n;++i)
for(int k=0;k!=n;++k)
A(i,k)=0.0;
for(int i=0;i!=n;++i)
{
A(i,i)=1.0+i;
v[i]=i;
}
lu_factorize(A,P);
lu_substitute(A,P,v);
r+=inner_prod(v,v);
}
}
cout << r << endl;
}
void test_eigen()
{
using namespace Eigen;
cout << "Eigen ";
double r=1.0;
{
boost::progress_timer t;
for(int j=0;j!=total;++j)
{
Matrix<double,n,n> A;
Matrix<double,n,1> b;
for(int i=0;i!=n;++i)
{
A(i,i)=1.0+i;
b[i]=i;
}
Matrix<doubl