2H 2015
intel-xeon-phi-sw-ecosystem-guide-2h-2015-public3
intel-xeon-phi-sw-ecosystem-guide-2h-2015-public3
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Comparative Performance<br />
QuantLib*<br />
Single Precision Black-Scholes<br />
1<br />
0<br />
QuantLib* SP Black-Scholes Speed Up<br />
1<br />
1.26X<br />
Intel® Xeon® processor E5-2697 v2<br />
Intel® Xeon® processor E5-2697 v3<br />
1.84X<br />
Xeon E5-2697 v2 + 1 Intel® Xeon Phi coprocessor 7120A<br />
Intel® Xeon® processor E5-2697 v2 + 1 NVIDIA Tesla* K40c<br />
“Xeon E5-2697 v2” = Intel® Xeon® processor E5-2697 v2<br />
0.69X<br />
Application: QuantLib* Single Precision Black-Scholes<br />
Description: The QuantLib library is a popular library used<br />
for many areas of computational finance. Black-Scholes is a<br />
popular mathematical model for European option valuation.<br />
This is a single-precision version. More at Accelerating<br />
Financial Applications on the GPU.<br />
Availability:<br />
• Code and Recipe: Available here.<br />
Usage Model: Test Conditions: 5 million options, 2048<br />
iterations. Uses OpenMP* for threads and Intel® TBB for<br />
memory alignment.<br />
Highlights: The optimized Intel® Architecture code is<br />
compared with the reference CUDA* version.<br />
Results:<br />
1 NODE<br />
APPROVED FOR PUBLIC PRESENTATION<br />
NEW<br />
• Intel® Xeon® processor E5-2697 v3 demonstrates a speed<br />
up of up to 1.26X over Intel Xeon processor E5-2697 v2.<br />
• Intel® Xeon Phi (native) demonstrates a speed up of up<br />
to 1.84X over Intel Xeon processor E5-2697 v2.<br />
• NVIDIA Tesla* K40c demonstrates a slow down of up to<br />
0.69X compared to the Intel Xeon processor E5-2697 v2<br />
(measurements do not include data transfer time).<br />
For configuration details, go here.<br />
SOURCE: INTEL MEASURED RESULTS AS OF MARCH, <strong>2015</strong><br />
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,<br />
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<br />
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<br />
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