Intel is bringing to market, in anticipation of general availability of the Intel® Xeon Phi™ Processor (codenamed Knights Landing), the Developer Access Program (DAP). DAP is an early access program for developers worldwide to purchase an Intel Xeon Phi Processor based system.
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...
Vectorization Advisor is like having a trusted friend look over your code and give you advice based on what he sees. As you’ll see in this article, user feedback on the tool has included, “there are significant speedups produced by following advisor output, I'm already sold on this tool!”
Monte Carlo 使用统计计算方法解决复杂的科学计算问题。 它创新地使用随机数字模拟一个问题输入结果的不确定性，并通过处理重复的参数抽样获得一个确定的结果和解决一些以其他方式无法解决的问题。 该方法最早起源于上世纪 40 年代末，由参与“曼哈顿”计划的核物理学家们率先提出。 并采用摩纳哥最大的赌城 Monte Carlo 来命名。