Article

Recipe: Building and running NEMO* on Intel® Xeon Phi™ Processors

The NEMO* (Nucleus for European Modelling of the Ocean) numerical solutions framework encompasses models of ocean, sea ice, tracers, and biochemistry equations and their related physics.This recipe shows the performance advantages of using the Intel® Xeon Phi™ processor 7250.
Criado por Dmitry K. (Intel) Última atualização em 15/10/2019 - 15:30
Article

Recipe: Building and Running MILC on Intel® Xeon® Processors and Intel® Xeon Phi™ Processors

MILC software represents a set of codes written by the MIMD Lattice Computation collaboration used to study quantum chromodynamics. This article provides instructions for code access, build and run directions for the “ks_imp_rhmc” application on Intel® Xeon® Gold and Intel® Xeon Phi™ processors for better performance on a single node.
Criado por Smahane Douyeb. (Intel) Última atualização em 15/10/2019 - 15:30
Article

Recipe: The Black-Scholes-Merton Formula Optimization for Intel® Xeon Phi™ Processor

Financial derivative pricing is a cornerstone of quantitative finance. The most common form of financial derivatives is common stock options, which are contracts between two parties regarding buying or selling an asset (specifically shares of stock) at a certain time at an agreed price.
Criado por administrar Última atualização em 15/10/2019 - 15:30
Article

Recipe: Monte Carlo European Option Pricing for Intel® Xeon Phi® Processor

This article covers the Monte Carlo Methods using a simple quasi random number generator.
Criado por administrar Última atualização em 15/10/2019 - 15:30
Article

Recipe: Building and Running GROMACS* on Intel® Processors

This recipe describes how to get, build, and run the GROMACS* code on Intel® Xeon® and Intel® Xeon Phi™ processors for better performance on a single node.
Criado por Smahane Douyeb. (Intel) Última atualização em 15/10/2019 - 19:49
Article

Recipe: Pricing Options Using Barone-Adesi Whaley Approximation

In this paper, we look at one of the successful efforts, pioneered by Barone-Adesi and Whaley, and apply the high performance parallel computing entailed in the modern microprocessors to create a program that can exceed our expectation for high performance with a suitable numerical result.
Criado por administrar Última atualização em 15/10/2019 - 20:11