I have one question about the performance of mkl functions under different platform, windows and linux.
I wrote a small program using mkl to do matrix inversion. The implementation code is as shown below. First I run it under windows, it works well. Due to some reason, I also need to make it work under linux. I main copy and past the code and make it run under linux. But when I try to compare the results, I find one problem: I tried one matrix of the size 8000 by 8000 and invert it. Under windows, it takes about 110 seconds, but under linux, it takes about 270 seconds, more than 2 times of that in windows!!! Both of the results are correct.
I don’t know why it is much slower under linux? For both the machines, they have enough memory so I don’t think memory is the reason.
For another function full matrix multiplication, it has the similar problem but the difference is not so large. Can anyone help me? Thanks.