Intel® Advanced Vector Extensions
Case Study: Computing Black-Scholes with Intel® Advanced Vector Extensions
1. Introduction
In its relentless effort to lead innovation and deliver greater compute capacity and lower power consumption to satisfy the growing demands across the industry segments and the evolving usage models, Intel introduced a new set of instructions called the Intel® Advanced Vector Extensions (Intel® AVX) implemented on a wide range of Intel platforms.
Intel® Cilk™ Plus – AOBench Sample
This is the AOBench example associated with the "Intel® Cilk™ Plus – The Simplest Path to Parallelism" how-to article. It shows an Ambient Occlusion algorithm implemented as serial loops, one using Intel Cilk Plus' cilk_for keyword to implement parallelism, one version using Intel Cilk Plus' array notations to allow vectorization for the SIMD instruction, and another version using both cilk_for and the array notations. It demonstrates great performance with very little coding changes through both data-parallelism and task-parallelism.
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