2H 2015

Comparative Performance
Monte Carlo *
European Option Pricing
30
25
20
15
10
5
0
Intel® Xeon® processor E5-2697 v2 + Java* managed code
Intel® Xeon® processor E5-2697 v2 + C/C++ native
Intel® Xeon Phi coprocessor 7120A + C/C++ native
Intel® Xeon Phi coprocessor 7120A + Hadoop*
Java: version 8 update 30+ C/C++: Intel® Parallel Composer XE 15.0
For configuration details, go here.
Monte Carlo European Option Pricing Speed Up
0.69X
1
8.91X
Hadoop: Cloudera* Distribution of Hadoop 5.3+
31.25X
SOURCE: INTEL MEASURED RESULTS AS OF MARCH, 2015
1 NODE
Application: Monte Carlo European option
Description: Implements European Option Pricing using Monte Carlo. It
compares the performance of
1) Java* code, 2) C/C++ native code, 3) C/C++ offload accelerated code,
4) C/C++ accelerated code using Hadoop*.
Availability:
• Code and Recipe: Available here.
APPROVED FOR PUBLIC PRESENTATION
NEW
Usage Model: Java (Managed Offload), Native on the host, Native and
Accelerators, Hadoop on native and Accelerated.
Highlights:
• Java code can use parallelism but cannot vectorize any control flows
• Native C/C++ code can take advantage of both vectorization &
parallelization
• Native Accelerated code offloads the whole workload to Intel® Xeon
Phi Coprocessor.
• Hadoop distribute the workload to 4 remote modes using mapreduce
• Remote nodes accelerate the workload and send the run result back
to the head note.
Results:
• Intel Java Stream can parallelize the workload but not vectorize
• Native interface bring vectorization and parallelization to the
workload
• Acceleration extends the parallelism from Multicore to manycore
• Hadoop map reduce can further distribute the application into 4
nodes and achieve up to 31X improvement.
Software and workloads used in performance tests may have been optimized for performance only on Intel microprocessors. Performance tests, such as SYSmark and MobileMark, are measured using specific computer systems,
components, software, operations and functions. Any change to any of those factors may cause the results to vary. You should consult other information and performance tests to assist you in fully evaluating your contemplated
purchases, including the performance of that product when combined with other products. For more information go to http://www.intel.com/performance *Other names and brands may be claimed as the property of others
61