With Threadripper, AMD introduced something new and different to the market, a HEDT architecture with nonuniform memory access.  This has met with mixed results, as is reasonable to expect from such a different chip design.  There has not been much out of Redmond to adapt Windows to handle this new design compared to the amount of work coming out of the enthusiast community, especially those using Linux.

Phoronix has recently benchmarked a piece of software from CorePrio called NUMA Dissociater on both Windows and Linux.  It was designed to better address some performance issues on the Threadripper 2990WX and 2970WX than AMD's Dynamic Local Mode which can be enabled if you run their Ryzen Master software.  As you can see in the full review the results are not earth shattering, nor do they always increase performance, but the foundation for improvement is fairly solid. 

"Here are some benchmarks of Windows 10 against Linux while trying out CorePrio's NUMA Dissociater mode to see how much it helps the performance compared to Ubuntu Linux. Additionally, tests are included of Windows Server 2019 to see if that server edition of Windows is able to offer better performance on this AMD HEDT NUMA platform."

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