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Example optimisation using GPGPUs by ICHEC

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Example optimisation using GPGPUs by ICHEC of a Monte Carlo based simulation for a real client.

Example optimisation using GPGPUs by ICHEC of a Monte Carlo based simulation for a real client.

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  • Replaced the earlier one as it wasn't clear that the first item was a reference that we based on performance improvements on. Additionally our first port to C++ did show some significant gains to Java before it was even multithreaded prior to its CUDA GPGPU optimisation.
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  • 1. Number of simulations Optimisation of Monte Carlo Simulations by ICHEC completed 2 500ms Test in Performance improvements are based on comparison with original Java code. Test 3 Test 1 Test 2 Test 3 LOG 106 105 104 103 102 101 10 0 x3 x90 x181 x3.1 x92 x183 x3 x76 x149 Test 4 Test 5 Test 6 LOG Number.of.Simulations 106 5 Application 10 4 1 Threa 10 12 Thre 10 3 Test 5 Test 6 2 x1 GPU 10 x2 GPU 10 1 x3 x100 x193 x3.4 x93 x176 x3 x82 x160 100 Test 7 Test 8 Application.versi LOG Code to be 6 1 Thread 10 optimised 105 12 Threads 104 103 x1 GPU 102 1 x2 GPUs 10 10 0 x3 x91 x174 x3 x311 x598 1 Thread 12 Threads x1 GPU x2 GPUs 1 Thread 12 Threads x1 GPU x2 GPUs 1 Thread 12 Threads x1 GPU x2 GPUs