Tasks are a lightweight alternative to threads that provide faster startup and shutdown times, better load balancing, an efficient use of available resources, and a higher level of abstraction.
Apply the concepts of parallelism and distributed memory computing to your code to improve software performance. This paper expands on concepts discussed in Part 1, to consider parallelism, both vectorization (single instruction multiple data SIMD) as well as shared memory parallelism (threading), and distributed memory computing.
Financial service customers need to improve financial algorithmic performance for models such as Monte Carlo, Black-Scholes, and others. SIMD programming can speed up these workloads. In this paper, we perform data layout optimizations using two approaches on a Black-Scholes workload for European options valuation from the open source Quantlib library.
Theano* is a Python* library developed at the LISA lab to define, optimize, and evaluate mathematical expressions, including the ones with multi-dimensional arrays. Theano can be installed and used with several combinations of development tools and libraries on a variety of platforms. This tutorial provides one such recipe describing steps to build and install Intel-optimized Theano with Intel®...
学习如何在英特尔® 至强融核™ 处理器中使用 MPI-3 共享内存