Fix a few places in examples where C reference implementaion had a double-precision

fp constant undesirably causing computation to be done in double precision.

Makes C scalar versions of the options pricing models, rt, and aobench 3-5% faster.
Makes scalar version of noise about 15% faster.
Others are unchanged.
This commit is contained in:
Matt Pharr
2011-09-01 16:31:22 -07:00
parent eb7913f1dd
commit 99221f7d17
6 changed files with 24 additions and 24 deletions

View File

@@ -47,7 +47,7 @@ static inline float
CND(float X) {
float L = fabsf(X);
float k = 1.0 / (1.0 + 0.2316419 * L);
float k = 1.f / (1.f + 0.2316419f * L);
float k2 = k*k;
float k3 = k2*k;
float k4 = k2*k2;
@@ -59,7 +59,7 @@ CND(float X) {
w *= invSqrt2Pi * expf(-L * L * .5f);
if (X > 0.f)
w = 1.0 - w;
w = 1.f - w;
return w;
}
@@ -94,7 +94,7 @@ binomial_put_serial(float Sa[], float Xa[], float Ta[],
float dt = T / BINOMIAL_NUM;
float u = expf(v * sqrtf(dt));
float d = 1. / u;
float d = 1.f / u;
float disc = expf(r * dt);
float Pu = (disc - d) / (u - d);