Article

User Defined Induction in OpenMP* with Intel® C++ Compiler

Intel® C++ Compiler 19.0 supports General Induction, a proposed OpenMP* 5.0 feature as an extension to the existing linear clause.
Authored by Sravani K. (Intel) Last updated on 01/31/2019 - 10:29
Article

Multithreaded Code Optimization in PARSEC* 3.0: BlackScholes

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).
Authored by Artem G. (Intel) Last updated on 07/04/2019 - 21:42
Article

Case Study: Achieving High Performance on Monte Carlo European Option Using Stepwise Optimization Framework

Read this case study that discusses the Monte Carlo method of statistical computing to solve complex scientific computing problems.
Authored by Last updated on 07/06/2019 - 16:40
Article

Optimize Data Layout with SIMD Templates

Contrast results for manually tuning financial data and using data layout templates in the Intel® C++ Compiler.
Authored by Nimisha R. (Intel) Last updated on 12/12/2018 - 18:00
Article

Case Study: Computing Black-Scholes with Intel® Advanced Vector Extensions

Case study discusses Intel® Advanced Vector Extensions (Intel® AVX), gives an overview of Black-Scholes valuation.
Authored by Last updated on 07/06/2019 - 16:27