Intel® C++ Compiler 19.0 supports General Induction, a proposed OpenMP* 5.0 feature as an extension to the existing linear clause.
The unfairness of good syntax - bad syntax is a problem; good syntax is not a solution.
(This work was done by Vivek Lingegowda during his internship at Intel.)
Learn about the Blach-Scholes benchmark, part of the benchmark suite of multithreaded programs that comprise the Princeton Application Repository for Shared-Memory Computers (PARSEC).
The Black-Scholes benchmark is a one of the 13 benchmarks in the PARSEC. This benchmark does option pricing with Black-Scholes Partial Differential Equation (PDE). The Black-Scholes equation is a differential equation that describes how, under a certain set of assumptions, the value of an option changes as the price of the underlying asset changes. Based on this formula, one can compute the...
Case study discusses Intel® Advanced Vector Extensions (Intel® AVX), gives an overview of Black-Scholes valuation.
Learn more about an in-depth analysis of code modernization performance conducted by optimizing original CPU code and re-running tests on the latest GPU/CPU hardware.