European Option Princing on a GPU Cluster

Abstract : The aim of this presentation is a comparison in terms of speed and energy consumption between CPU and GPU clusters using financial application as a benchmark. After a fast introduction on the field of application we will give details on the hardware and software architectures used. Then we will introduce a multiparadigm parallel algorithm, mixing coarse and fine grained parallelism, and its implementations using MPI+OpenMP on CPU cluster and MPI+CUDA on GPU cluster. Finally, some computing and energetic performances on different clusters will be compared.
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Submitted on : Wednesday, February 25, 2009 - 2:56:58 PM
Last modification on : Thursday, March 29, 2018 - 11:06:04 AM
Long-term archiving on : Tuesday, June 8, 2010 - 10:55:16 PM

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  • HAL Id : hal-00364242, version 1

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Lokman Abbas-Turki, Stéphane Vialle. European Option Princing on a GPU Cluster. 2009. ⟨hal-00364242⟩

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