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Performance Gains for SunGard’s Adaptiv Analytics* on the Intel® Xeon® Processor E7-8890 V3

SunGard’s Adaptiv Analytics* allows traders to run pre-deal cost-of-credit calculations. Due to the volume and complexity of products, these calculations are often time consuming, causing delays that can lead to missed opportunities or taking action with incomplete information. This paper describes how Adaptiv Analytics running on systems equipped with Intel® Xeon® processor E7-8890 v3 gained a performance improvement over running on systems with the previous generation of Intel® Xeon® processor E7-4890 v2.
  • Sviluppatori
  • Linux*
  • Server
  • Intel® Math Kernel Library
  • Intel® Xeon® Processor
  • Intel® AVX2
  • monte carlo
  • Microsoft Windows Server* 2012 R2
  • Intel® Advanced Vector Extensions
  • Vettorizzazione
  • Graph Algorithms: Shortest Path

    Dijkstra algorithm is a graph search algorithm that solves the single-source shortest path problem for a graph with non-negative edge path costs, producing a shortest path tree. The algorithm requires repeated searching for the vertex having the smallest distance and accumulating shortest distance from the source vertex. This example calculates the shortest path between each pair of vertexes in a complete graph having 2000 vertexes using Dijkstra algorithm.

    Finance: Monte Carlo

    Monte Carlo algorithms solve deterministic problems by using a probabilistic analogue. The algorithm requires repeated simulations of chance that lend themselves well to parallel processing and vectorization. The simulations in this example are run serially, with Intel® Cilk™ Plus Array Notation (AN) for vectorization, with Intel Cilk Plus cilk_for for parallelization, and with both vectorization and cilk_for.

    Embree: Photo-Realistic Ray Tracing Kernels

    Photo-realistic rendering requires accurate simulation of light propagation according to physics laws. The best known way to solve this problem is Monte Carlo ray tracing. We describe a state-of-the-art photo-realistic Monte Carlo rendering engine.
  • Sviluppatori
  • Intel® Advanced Vector Extensions
  • Intel® Streaming SIMD Extensions
  • Embree Ray Tracing Kernel
  • ray tracing
  • monte carlo
  • Grafica
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