I am a new user of Open-MP. I am using Intel(R) Core(TM)i7-2600K CPU with 8.00 GB RAM. I have to exploit open-MP in some algorithm, and for this purpose I need some mathematical function, like eig or svd as it is available in MATLAB and it is quite fast in MATLAB. I already tried the following libraries with Open-MP
1- GSL - GNU Scientific Library (http://www.gnu.org/software/gsl/
2-Eigen C++ template library (http://eigen.tuxfamily.org/index.php?title=Main_Page
but i don't know why my open-MP parallel code is much slower than the serial code,
may be there is some thing wrong in the library,
may be the function random,eig or svd are blocking,
I have no idea how to figure it out, can some body suggest me which is most compatible math library for OpenMP.