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

1. Application.version
Number.of.Simulations
100
101
102
103
104
105
106
100
101
102
103
104
105
106
100
101
102
103
104
105
106
Test 1
Test 4
Test 7
Java 1 Thread C++ 1 Thread C++ 12 Threads x1 GPU x2 GPUs
Test 2
Test 5
Test 8
Java 1 Thread C++ 1 Thread C++ 12 Threads x1 GPU x2 GPUs
Test 3
Test 6
Java 1 Thread C++ 1 Thread C++ 12 Threads x1 GPU x2 GPUs
Application.ver
Java 1 Thre
C++ 1 Thre
C++ 12 Thr
x1 GPU
x2 GPUs
Optimisation of Monte Carlo Simulations by ICHEC
Performance improvements are based on comparison with original Java code.
x1.9
Number of simulations
completed in 500ms
LOG
LOG
LOG
x2
Code to be
optimised
Test 3
Test 6
Application.version
Java 1 Thread
C++ 1 Thread
C++ 12 Threads
x1 GPU
x2 GPUs
1 Thread, Java Reference
1 Thread, C++
12 Threads, C++
x1 GPU
x2 GPUs
x1.8
x2.1 x2 x1.9
x2x2
x12 x12 x11
x12 x12 x12
x12x12
x91 x92 x76
x100 x93 x82
x311x91
x182 x184 x149
x193 x176 x160
x599x174