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added cuda versino

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Evghenii
2013-11-15 18:09:03 +01:00
parent a2d12517e7
commit bc8b5b3896
3 changed files with 389 additions and 0 deletions
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55
examples_cuda/options/Makefile_gpu Normal file
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PROG=options_cu
ISPC_SRC=options.ispc
CXX_SRC=options_cu.cpp
CXX=g++
CXXFLAGS=-O3 -I$(CUDATK)/include
LD=g++
LDFLAGS=-lcuda
ISPC=ispc
ISPCFLAGS=-O3 --math-lib=default --target=nvptx64 --opt=fast-math
LLVM32 = $(HOME)/usr/local/llvm/bin-3.2
LLVM = $(HOME)/usr/local/llvm/bin-3.3
PTXGEN = $(HOME)/ptxgen
PTXGEN += -opt=3
PTXGEN += -ftz=1 -prec-div=0 -prec-sqrt=0 -fma=1
LLVM32DIS=$(LLVM32)/bin/llvm-dis
.SUFFIXES: .bc .o .ptx .cu _ispc_nvptx64.bc
ISPC_OBJ=$(ISPC_SRC:%.ispc=%_ispc.o)
ISPC_BC=$(ISPC_SRC:%.ispc=%_ispc_nvptx64.bc)
PTXSRC=$(ISPC_SRC:%.ispc=%_ispc_nvptx64.ptx)
CXX_OBJ=$(CXX_SRC:%.cpp=%.o)
all: $(PROG)
$(CXX_OBJ) : kernel.ptx
$(PROG): $(CXX_OBJ) kernel.ptx
/bin/cp kernel.ptx __kernels.ptx
$(LD) -o $@ $(CXX_OBJ) $(LDFLAGS)
%.o: %.cpp
$(CXX) $(CXXFLAGS) -o $@ -c $<
%_ispc_nvptx64.bc: %.ispc
$(ISPC) $(ISPCFLAGS) --emit-llvm -o `basename $< .ispc`_ispc_nvptx64.bc -h `basename $< .ispc`_ispc.h $< --emit-llvm
%.ptx: %.bc
$(LLVM32DIS) $<
$(PTXGEN) `basename $< .bc`.ll > $@
kernel.ptx: $(PTXSRC)
cat $^ > kernel.ptx
clean:
/bin/rm -rf *.ptx *.bc *.ll $(PROG)

150
examples_cuda/options/options.cu Normal file
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// -*- mode: c++ -*-
/*
Copyright (c) 2010-2011, Intel Corporation
All rights reserved.
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are
met:
* Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
* Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in the
documentation and/or other materials provided with the distribution.
* Neither the name of Intel Corporation nor the names of its
contributors may be used to endorse or promote products derived from
this software without specific prior written permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS
IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED
TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A
PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER
OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/
#include "options_defs.h"
#define programCount 32
#define programIndex (threadIdx.x & 31)
#define taskIndex (blockIdx.x*4 + (threadIdx.x >> 5))
#define taskCount (gridDim.x*4)
#define warpIdx (threadIdx.x >> 5)
// Cumulative normal distribution function
//
__device__
static inline float
CND(float X) {
float L = abs(X);
float k = 1.0 / (1.0 + 0.2316419 * L);
float k2 = k*k;
float k3 = k2*k;
float k4 = k2*k2;
float k5 = k3*k2;
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);
if (X > 0.f)
w = 1.0 - w;
return w;
}
__global__
void bs_task( float Sa[], float Xa[], float Ta[],
float ra[], float va[],
float result[], int count) {
int first = taskIndex * (count/taskCount);
int last = min(count, (int)((taskIndex+1) * (count/taskCount)));
for (int i = programIndex + first; i < last; i += programCount)
if (i < last)
{
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);
result[i] = S * CND(d1) - X * exp(-r * T) * CND(d2);
}
}
extern "C"
__global__ void
black_scholes_ispc_tasks( float Sa[], float Xa[], float Ta[],
float ra[], float va[],
float result[], int count) {
int nTasks = 2048; //count/16384; //max((int)64, (int)count/16384);
bs_task<<<nTasks/4,128>>>(Sa, Xa, Ta, ra, va, result, count);
}
/********/
__device__
static inline float
binomial_put(float S, float X, float T, float r, float v) {
float V[BINOMIAL_NUM];
float dt = T / BINOMIAL_NUM;
float u = exp(v * sqrt(dt));
float d = 1. / u;
float disc = exp(r * dt);
float Pu = (disc - d) / (u - d);
#pragma unroll
for ( int j = 0; j < BINOMIAL_NUM; ++j) {
float upow = pow(u, (float)(2*j-BINOMIAL_NUM));
V[j] = max(0., X - S * upow);
}
#pragma unroll
for ( int j = BINOMIAL_NUM-1; j >= 0; --j)
#pragma unroll
for ( int k = 0; k < j; ++k)
V[k] = ((1 - Pu) * V[k] + Pu * V[k + 1]) / disc;
return V[0];
}
__global__ void
binomial_task( float Sa[], float Xa[],
float Ta[], float ra[],
float va[], float result[],
int count) {
int first = taskIndex * (count/taskCount);
int last = min(count, (int)((taskIndex+1) * (count/taskCount)));
for (int i = programIndex + first; i < last; i += programCount)
if (i < last)
{
float S = Sa[i], X = Xa[i], T = Ta[i], r = ra[i], v = va[i];
result[i] = binomial_put(S, X, T, r, v);
}
}
extern "C" __global__ void
binomial_put_ispc_tasks( float Sa[], float Xa[],
float Ta[], float ra[],
float va[], float result[],
int count) {
int nTasks = 2048; //count/16384; //max((int)64, (int)count/16384);
if (programIndex == 0)
binomial_task<<<nTasks/4,128>>>(Sa, Xa, Ta, ra, va, result, count);
cudaDeviceSynchronize();
}

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examples_cuda/options/options_cu.cpp Normal file
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/*
Copyright (c) 2010-2011, Intel Corporation
All rights reserved.
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are
met:
* Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
* Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in the
documentation and/or other materials provided with the distribution.
* Neither the name of Intel Corporation nor the names of its
contributors may be used to endorse or promote products derived from
this software without specific prior written permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS
IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED
TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A
PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER
OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/
#define NOMINMAX
#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include <assert.h>
#include <math.h>
#include <algorithm>
using std::max;
#include "options_defs.h"
#include "../timing.h"
#include "options_ispc.h"
using namespace ispc;
#include <sys/time.h>
#include "../cuda_ispc.h"
static void usage() {
printf("usage: options [--count=<num options>]\n");
}
int main(int argc, char *argv[]) {
int nOptions = 128*1024;
for (int i = 1; i < argc; ++i) {
if (strncmp(argv[i], "--count=", 8) == 0) {
nOptions = atoi(argv[i] + 8);
if (nOptions <= 0) {
usage();
exit(1);
}
}
}
float *S = new float[nOptions];
float *X = new float[nOptions];
float *T = new float[nOptions];
float *r = new float[nOptions];
float *v = new float[nOptions];
float *result = new float[nOptions];
for (int i = 0; i < nOptions; ++i) {
S[i] = 100; // stock price
X[i] = 98; // option strike price
T[i] = 2; // time (years)
r[i] = .02; // risk-free interest rate
v[i] = 5; // volatility
}
/*******************/
createContext();
/*******************/
devicePtr d_S = deviceMalloc(nOptions*sizeof(float));
devicePtr d_X = deviceMalloc(nOptions*sizeof(float));
devicePtr d_T = deviceMalloc(nOptions*sizeof(float));
devicePtr d_r = deviceMalloc(nOptions*sizeof(float));
devicePtr d_v = deviceMalloc(nOptions*sizeof(float));
devicePtr d_result = deviceMalloc(nOptions*sizeof(float));
memcpyH2D(d_S, S, nOptions*sizeof(float));
memcpyH2D(d_X, X, nOptions*sizeof(float));
memcpyH2D(d_T, T, nOptions*sizeof(float));
memcpyH2D(d_r, r, nOptions*sizeof(float));
memcpyH2D(d_v, v, nOptions*sizeof(float));
double sum;
//
// Binomial options pricing model, ispc implementation
//
const bool print_log = false;
const int nreg = 32;
double binomial_ispc = 1e30;
#if 0
for (int i = 0; i < 3; ++i) {
reset_and_start_timer();
const double t0 = rtc();
const char * func_name = "binomial_put_ispc";
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;
sum = 0.;
for (int i = 0; i < nOptions; ++i)
sum += result[i];
binomial_ispc = std::min(binomial_ispc, dt);
}
printf("[binomial ispc, 1 thread]:\t[%.3f] million cycles (avg %f)\n",
binomial_ispc, sum / nOptions);
#endif
//
// Binomial options pricing model, ispc implementation, tasks
//
double binomial_tasks = 1e30;
for (int i = 0; i < 3; ++i) {
reset_and_start_timer();
const char * func_name = "binomial_put_ispc_tasks";
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;
sum = 0.;
for (int i = 0; i < nOptions; ++i)
sum += result[i];
binomial_tasks = std::min(binomial_tasks, dt);
}
printf("[binomial ispc, tasks]:\t\t[%.3f] million cycles (avg %f)\n",
binomial_tasks, sum / nOptions);
//
// Black-Scholes options pricing model, ispc implementation, 1 thread
//
double bs_ispc = 1e30;
#if 0
for (int i = 0; i < 3; ++i) {
reset_and_start_timer();
const char * func_name = "black_scholes_ispc";
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;
sum = 0.;
for (int i = 0; i < nOptions; ++i)
sum += result[i];
bs_ispc = std::min(bs_ispc, dt);
}
printf("[black-scholes ispc, 1 thread]:\t[%.3f] million cycles (avg %f)\n",
bs_ispc, sum / nOptions);
#endif
//
// Black-Scholes options pricing model, ispc implementation, tasks
//
double bs_ispc_tasks = 1e30;
for (int i = 0; i < 3; ++i) {
reset_and_start_timer();
const char * func_name = "black_scholes_ispc_tasks";
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;
sum = 0.;
for (int i = 0; i < nOptions; ++i)
sum += result[i];
bs_ispc_tasks = std::min(bs_ispc_tasks, dt);
}
printf("[black-scholes ispc, tasks]:\t[%.3f] million cycles (avg %f)\n",
bs_ispc_tasks, sum / nOptions);
return 0;
}