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Imagine you could have the safety of managed code, and the speed of SIMD all in one? Sounds like one of those weird dreams Trent has, or perhaps you are already thinking of using C++/CLI to wrap SIMD methods to help reduce the unmanaged transition overhead. You might also be thinking about pinvoking DLL methods such as those used in the D3DX framework to take advantage of its SIMD capabilities.
While all of those are quite possible, and for sufficiently large problems quite efficient too, they also have a relatively high cost of invocation. Managed to unmanaged transitions, even in the best of cases, costs a pretty penny. Registers have to be saved, marshalling of non-fundamental types has to be performed, and in many cases an interop thunk has to be created/jitted. This is a case where the best option is to do as much work as you can in one area before transitioning to the next.
The full post is available on my, ScapeCode blog. The following is a snippet from the start: