I use Visual Studio with DiretX XNA math library. Now, I use GNU compiler collection. Advise me a SIMD math library with a good documentation.
5 Answers
Eigen http://eigen.tuxfamily.org/index.php?title=Main_Page
It supports SIMD extensions out of the box, it is well documented, it is quite flexible, it provides a lot of quality implementation of linear algebra methods, and have all the overloaded operators goodness. I've used it for several science-related projects, was very happy, especially after playing with others libraries.

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There is NT2 library. http://nt2.sourceforge.net/
This library has plan, proposal to Boost C++ Libraries.

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They state they support SIMD extensions, but as this is a general numerical linear algebra library, I think they won't be that optimized to 4x4 linear algebra, which is what he wants, I think, and which lends itself to quite straight SSEization, more so than general linear algebra. – Christian Rau May 23 '11 at 01:27
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we are not yet. Current rewrite incldues such optimizations but nothing yet. Anyway we aim at being more multi-architecture & multi-domain than pure LA. Thanks for your interest though :) – Joel Falcou Feb 08 '12 at 15:09
How about built-in one? http://ds9a.nl/gcc-simd/

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2This is no library, just the gcc intrinsics for using SSE instructions, quite similar to Intel/MSVC's intrinsics (which gcc supports, too). – Christian Rau May 23 '11 at 01:29
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Which are enough for simple operations. You may also like: http://sourceforge.net/projects/simdx86/ – Dr McKay May 23 '11 at 09:56
Bullet Physics Engine has a small matrix math library optimized for SSE and PS3.
Another library that might be interesting to you is Intel Integrated Performance Primitives. This library is well optimized, but it is not free, and no source code is available.

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