Intel Ct and Finance...
Glenn H Tarbox, PhD
using Ct, you get around 10x speedup for many applications PER-CORE!!!
At best, non-intuitive...
http://techresearch.intel.com/userfiles/en-us/File/terascale/Ct-appnote-option-pricing.pdf
-glenn
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Glenn H. Tarbox, PhD || 206-494-0819 || gl...@tarbox.org
"Don't worry about people stealing your ideas. If your ideas are any
good you'll have to ram them down peoples throats" -- Howard Aiken
William Stein
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William Stein
Associate Professor of Mathematics
University of Washington
http://wstein.org
Glenn H Tarbox, PhD
> What is "Ct"?
C for Throughput Computing
Looks like the "trick" is that with the right compiler, they can
dramatically improve many operations. Having done some but not enough
digging, the claim is that by describing the problem and allowing the
compiler to work within the constraints, it can optimize the
instructions generated to get much more silicon working at once.
This generalizes to multiple cores. The parallelism is facilitated by
disambiguating the operations to be performed. I guess its kinda like
why fortran is easier to auto-parallelize... no pointers.
Anyway, this is something I responded to Gary on the dsageng list.
On Tue, 2008-07-08 at 10:53 -0700, Gary Furnish wrote:
> That is amazing. Do we know if its going to be open source yet?
doesn't look like they made up their minds yet...
I'm gonna collect information on this and put it at:
http://wiki.sagemath.org/DsageNg/HardwareArchitecture/IntelCt