diff --git a/examples_cuda/options/options.cu b/examples_cuda/options/options.cu index c14d6df3..2b8be792 100644 --- a/examples_cuda/options/options.cu +++ b/examples_cuda/options/options.cu @@ -45,9 +45,9 @@ __device__ static inline float CND(float X) { - float L = abs(X); + float L = fabsf(X); - float k = 1.0 / (1.0 + 0.2316419 * L); + float k = 1.0f / (1.0f + 0.2316419f * L); float k2 = k*k; float k3 = k2*k; float k4 = k2*k2; @@ -56,10 +56,10 @@ CND(float X) { const float invSqrt2Pi = 0.39894228040f; float w = (0.31938153f * k - 0.356563782f * k2 + 1.781477937f * k3 + -1.821255978f * k4 + 1.330274429f * k5); - w *= invSqrt2Pi * exp(-L * L * .5f); + w *= invSqrt2Pi * expf(-L * L * .5f); if (X > 0.f) - w = 1.0 - w; + w = 1.0f - w; return w; } @@ -75,10 +75,10 @@ void bs_task( float Sa[], float Xa[], float Ta[], { float S = Sa[i], X = Xa[i], T = Ta[i], r = ra[i], v = va[i]; - float d1 = (log(S/X) + (r + v * v * .5f) * T) / (v * sqrt(T)); - float d2 = d1 - v * sqrt(T); + float d1 = (logf(S/X) + (r + v * v * .5f) * T) / (v * sqrtf(T)); + float d2 = d1 - v * sqrtf(T); - result[i] = S * CND(d1) - X * exp(-r * T) * CND(d2); + result[i] = S * CND(d1) - X * expf(-r * T) * CND(d2); } } @@ -101,7 +101,7 @@ binomial_put(float S, float X, float T, float r, float v) { float dt = T / BINOMIAL_NUM; float u = exp(v * sqrt(dt)); - float d = 1. / u; + float d = 1.f / u; float disc = exp(r * dt); float Pu = (disc - d) / (u - d); diff --git a/examples_cuda/options/options_cu.cpp b/examples_cuda/options/options_cu.cpp index 0898d9fd..07ba5992 100644 --- a/examples_cuda/options/options_cu.cpp +++ b/examples_cuda/options/options_cu.cpp @@ -114,6 +114,7 @@ int main(int argc, char *argv[]) { void *func_args[] = {&d_S, &d_X, &d_T, &d_r, &d_v, &d_result, &nOptions}; double dt = CUDALaunch(NULL, func_name, func_args, print_log, nreg); dt *= 1e3; + memcpyD2H(result, d_result, nOptions*sizeof(float)); sum = 0.; for (int i = 0; i < nOptions; ++i) sum += result[i]; @@ -133,6 +134,7 @@ int main(int argc, char *argv[]) { void *func_args[] = {&d_S, &d_X, &d_T, &d_r, &d_v, &d_result, &nOptions}; double dt = CUDALaunch(NULL, func_name, func_args, print_log, nreg); dt *= 1e3; + memcpyD2H(result, d_result, nOptions*sizeof(float)); sum = 0.; for (int i = 0; i < nOptions; ++i) sum += result[i]; @@ -152,6 +154,7 @@ int main(int argc, char *argv[]) { void *func_args[] = {&d_S, &d_X, &d_T, &d_r, &d_v, &d_result, &nOptions}; double dt = CUDALaunch(NULL, func_name, func_args, print_log, nreg); dt *= 1e3; + memcpyD2H(result, d_result, nOptions*sizeof(float)); sum = 0.; for (int i = 0; i < nOptions; ++i) sum += result[i]; @@ -171,6 +174,7 @@ int main(int argc, char *argv[]) { void *func_args[] = {&d_S, &d_X, &d_T, &d_r, &d_v, &d_result, &nOptions}; double dt = CUDALaunch(NULL, func_name, func_args, print_log, nreg); dt *= 1e3; + memcpyD2H(result, d_result, nOptions*sizeof(float)); sum = 0.; for (int i = 0; i < nOptions; ++i) sum += result[i];