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

PARSEC* 3.0 中的多线程代码优化: BlackScholes

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...
Authored by Artem G. (Intel) Last updated on 12/12/2018 - 18:00
Blog post

The Unfairness of Good Syntax

The unfairness of good syntax - bad syntax is a problem; good syntax is not a solution.
Authored by Last updated on 12/12/2018 - 18:00
Article

案例研究: 使用分布式优化框架在 Monte Carlo 欧式期权方面实现高级性能

1. 简介

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。

Authored by Last updated on 03/21/2019 - 12:00
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 12/31/2018 - 14:00
Article

借助 SIMD 数据布局模板优化数据布局

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.
Authored by Nimisha R. (Intel) Last updated on 12/12/2018 - 18:00
Article

Intel® HPC Developer Conference 2016 - Session Presentations

The 2016 Intel® HPC Developer Conference brought together developers from around the world to discuss code modernization in high-performance computing.

Authored by Mike P. (Intel) Last updated on 03/21/2019 - 12:00
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 03/21/2019 - 12:00
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