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High-Performance Matrix Multiplication

This is a short post that explains how to write a high-performance matrix multiplication program on modern processors. In this tutorial I will use a single core of the Skylake-client CPU with AVX2, but the principles in this post also apply to other processors with different instruction sets (such as AVX512).

Intro

Matrix multiplication is a mathematical operation that defines the product of

	from functools import partial
	import multiprocessing
	import os
	import socket
	import sys

	from sklearn.preprocessing import StandardScaler

	import numpy as np
	import pandas as pd