C/C++ speed optimization bible/resources/pointers needed, and about using GSL...

[Michael <comtech dot usa at gmail dot com>]

C/C++ speed optimization bible/resources/pointers needed, with/without
using GSL...

I ask this for my friend. I am also interested to know:

Hi all,

I am in the middle of programming to solve an engineering problem
where the speed is huge concern. The project involving lots of
numerical integration and then there are several loops/levels of
optimization on top of the function evaluation engine. As you probably
know, the key to a successful optimization is a fast underlying
objective function evaluator. The faster it is, the more promising the
optimization result(perhaps global optimal). However our project
requires many numerical integrations which prohibits us from making it
super fast. At the heart of the numerical integration is a smart
integrator and a super-fast integrand function evaluator. Even worse,
our function evaluation is in complex-domain. So the key point is how
to arrange our C/C++ code to make it highly efficient in every aspect.
Could anybody give some advice/pointers on how to improve the speed of
C/C++ program? How to arrange code? How to make it highly efficient
and super fast? What options do I have if I don't have luxury to use
multi-threaded, multi-core or distributed computing? But I do have a
P4 at least. Please recommend some good bibles and resources! Thank
you!