@franktore wrote:
I'm curioius to know if you use native providers algorithms or purely managed ones for the IntegralTransforms package.
The reason I am wondering is that when comparing the Fourier transform performance against the Measurement Studio FFT I see the MStudio algorithm outperforming the MathNet implementation by an order of magnitude. The use of Native provider does not give a significant increase of performance as expected. This is not so for matrix calculations for example, where MathNet is actually outperforming MStudio on matrix inversion when using intelMKL.
I guess my question is, how can MStudio outperform Intels own implementation?
My only hint so far is that MStudio performs poorly the first time the FFT is invoked, but for subsequent calls it is 20 times quicker. My sample sets used are 2^n so that shouldn't be the issue.
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