was using the library and I could test it against another, but the main
bottleneck are the multiplications, maybe the implementation of threads
would be good, and even more the implementation of GPU, although in
favor I can say that the library is very light and portable, what made me decide for EJML. If you pass me your email I can send you the test that I did (it is in spanish but it is easy to read). I was looking for people who could do multi trheads, but I had no luck.
In terms of performance, EJML behaves very well, most of the performance problems I had correspond to my own implementation.
also understand that implementing multi threads is an art. So I am considering implementing them a little more at a high level. I'm still not sure, but maybe I'll implement a convolution network soon, or a neural network of the LSTM type. But it depends on the laboratory where I work.