A quick test of small Eigen vector classes. Tested on visual Studio 15.9.2, release 64 bit.

EigenVecTest.cpp

#include "stdafx.h"
// A quick test of small Eigen vector classes. Tested on visual Studio 15.9.2, release 64 bit.

#define EIGEN_VECTORIZE_SSE
#define EIGEN_VECTORIZE_SSE2
#define EIGEN_VECTORIZE_SSE3
#define EIGEN_VECTORIZE_SSE4_1
#include "Eigen/Dense"

#include <d3d11.h>
#include <DirectXMath.h>

using Eigen::Vector3f;
using Eigen::Vector4f;
using Float3 = DirectX::XMFLOAT3;
using Float4 = DirectX::XMFLOAT4;

__forceinline Vector3f load( const Float3& v )
{
	return Vector3f{ v.x, v.y, v.z };
}
__forceinline Vector4f load( const Float4& v )
{
	return Vector4f{ v.x, v.y, v.z, v.w };
}

float __declspec( noinline, dllexport ) testVectorMath3( const Float3& fa, const Float3& fb )
{
	const Vector3f a = load( fa );
	const Vector3f b = load( fb );

	__debugbreak();
	// This code is not vectorized. Compiles into stuff like mulss, addss, subss, even with /fp:fast, produces 26 instructions.
	// Either there's problem in Eigen or VC++, or it's just not complex enough, hard to tell.
	const Vector3f c = a.array() * b.array();
	const Vector3f d = a + b + c;
	const Vector3f e = c.array() * d.array();
	return d.dot( e );
}

float __declspec( noinline, dllexport ) testVectorMath4( const Float4& fa, const Float4& fb )
{
	const Vector4f a = load( fa );
	const Vector4f b = load( fb );

	__debugbreak();
	// This code is vectorized fine, compiles into stuff like mulps, addps, shufps, only emits 14 instructions.
	const Vector4f c = a.array() * b.array();
	const Vector4f d = a + b + c;
	const Vector4f e = c.array() * d.array();
	return d.dot( e );
}

void test3()
{
	const Float3 a{ 1, 2, 3 }, b{ 4, 5, 6 };
	const float res = testVectorMath3( a, b );
	printf( "result 3: %f\n", res );
}

void test4()
{
	const Float4 a{ 1, 2, 3, 4 }, b{ 5, 6, 7, 8 };
	const float res = testVectorMath4( a, b );
	printf( "result 4: %f\n", res );
}

int main()
{
	test3();
	test4();
	return 0;
}