Add foreach and foreach_tiled looping constructs
These make it easier to iterate over arbitrary amounts of data elements; specifically, they automatically handle the "ragged extra bits" that come up when the number of elements to be processed isn't evenly divided by programCount. TODO: documentation
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@@ -59,15 +59,13 @@ export void
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black_scholes_ispc(uniform float Sa[], uniform float Xa[], uniform float Ta[],
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uniform float ra[], uniform float va[],
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uniform float result[], uniform int count) {
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for (uniform int i = 0; i < count; i += programCount) {
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float S = Sa[i + programIndex], X = Xa[i + programIndex];
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float T = Ta[i + programIndex], r = ra[i + programIndex];
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float v = va[i + programIndex];
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foreach (i = 0 ... count) {
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float S = Sa[i], X = Xa[i], T = Ta[i], r = ra[i], v = va[i];
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float d1 = (log(S/X) + (r + v * v * .5f) * T) / (v * sqrt(T));
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float d2 = d1 - v * sqrt(T);
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result[i + programIndex] = S * CND(d1) - X * exp(-r * T) * CND(d2);
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result[i] = S * CND(d1) - X * exp(-r * T) * CND(d2);
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}
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}
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@@ -78,10 +76,8 @@ binomial_put_ispc(uniform float Sa[], uniform float Xa[], uniform float Ta[],
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uniform float result[], uniform int count) {
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float V[BINOMIAL_NUM];
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for (uniform int i = 0; i < count; i += programCount) {
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float S = Sa[i + programIndex], X = Xa[i + programIndex];
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float T = Ta[i + programIndex], r = ra[i + programIndex];
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float v = va[i + programIndex];
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foreach (i = 0 ... count) {
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float S = Sa[i], X = Xa[i], T = Ta[i], r = ra[i], v = va[i];
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float dt = T / BINOMIAL_NUM;
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float u = exp(v * sqrt(dt));
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@@ -98,6 +94,6 @@ binomial_put_ispc(uniform float Sa[], uniform float Xa[], uniform float Ta[],
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for (uniform int k = 0; k < j; ++k)
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V[k] = ((1 - Pu) * V[k] + Pu * V[k + 1]) / disc;
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result[i + programIndex] = V[0];
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result[i] = V[0];
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}
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}
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