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unrolled loops in binomial options cuda version

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Evghenii
2013-11-18 09:16:09 +01:00
parent 1d94667a15
commit 5a01819fdc
3 changed files with 214 additions and 37 deletions
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15
examples_cuda/options/options_cu.cpp
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@@ -104,7 +104,7 @@ int main(int argc, char *argv[]) {
// Binomial options pricing model, ispc implementation
//
const bool print_log = false;
const int nreg = 32;
const int nreg = 64;
double binomial_ispc = 1e30;
#if 0
for (int i = 0; i < 3; ++i) {
@@ -122,6 +122,9 @@ int main(int argc, char *argv[]) {
}
printf("[binomial ispc, 1 thread]:\t[%.3f] million cycles (avg %f)\n",
binomial_ispc, sum / nOptions);
for (int i = 0; i < nOptions; ++i)
result[i] = 0.0;
memcpyH2D(d_result, result, nOptions*sizeof(float));
#endif
//
@@ -142,6 +145,10 @@ int main(int argc, char *argv[]) {
}
printf("[binomial ispc, tasks]:\t\t[%.3f] million cycles (avg %f)\n",
binomial_tasks, sum / nOptions);
for (int i = 0; i < nOptions; ++i)
result[i] = 0.0;
memcpyH2D(d_result, result, nOptions*sizeof(float));
//
// Black-Scholes options pricing model, ispc implementation, 1 thread
@@ -162,6 +169,9 @@ int main(int argc, char *argv[]) {
}
printf("[black-scholes ispc, 1 thread]:\t[%.3f] million cycles (avg %f)\n",
bs_ispc, sum / nOptions);
for (int i = 0; i < nOptions; ++i)
result[i] = 0.0;
memcpyH2D(d_result, result, nOptions*sizeof(float));
#endif
//
@@ -179,6 +189,9 @@ int main(int argc, char *argv[]) {
for (int i = 0; i < nOptions; ++i)
sum += result[i];
bs_ispc_tasks = std::min(bs_ispc_tasks, dt);
for (int i = 0; i < nOptions; ++i)
result[i] = 0.0;
memcpyH2D(d_result, result, nOptions*sizeof(float));
}
printf("[black-scholes ispc, tasks]:\t[%.3f] million cycles (avg %f)\n",
bs_ispc_tasks, sum / nOptions);