Bermudan Swaption Demo--Much faster in release mode

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Bermudan Swaption Demo--Much faster in release mode

Nehal Patel

Since I spent some time before I realized this, I thought I would share it with the list... fyi, the bermudan swaption runs about 20-30 times faster in relase mode than in debug mode. 

 

I wonder what causes this significant difference?

 

nehal

 

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Re: Bermudan Swaption Demo--Much faster in release mode

Ferdinando Ametrano-3
At 01:22 PM 7/14/2003 -0400, Nehal Patel wrote:
>Since I spent some time before I realized this, I thought I would share it
>with the list... fyi, the bermudan swaption runs about 20-30 times faster
>in relase mode than in debug mode.
>
>I wonder what causes this significant difference?
compiler optimization are disabled in debug mode.


------------
ciao -- Nando



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Re: Bermudan Swaption Demo--Much faster in release mode

Luigi Ballabio-2
At 11:17 AM 7/16/03 +0200, Ferdinando Ametrano wrote:
>At 01:22 PM 7/14/2003 -0400, Nehal Patel wrote:
>>Since I spent some time before I realized this, I thought I would share
>>it with the list... fyi, the bermudan swaption runs about 20-30 times
>>faster in relase mode than in debug mode.
>>
>>I wonder what causes this significant difference?
>compiler optimization are disabled in debug mode.

Inlining is disabled as well.

Bye,
         Luigi



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Re: Bermudan Swaption Demo--Much faster in release mode

Luigi Ballabio-2
At 11:23 AM 7/16/03 +0200, Luigi Ballabio wrote:

>At 11:17 AM 7/16/03 +0200, Ferdinando Ametrano wrote:
>>At 01:22 PM 7/14/2003 -0400, Nehal Patel wrote:
>>>Since I spent some time before I realized this, I thought I would share
>>>it with the list... fyi, the bermudan swaption runs about 20-30 times
>>>faster in relase mode than in debug mode.
>>>
>>>I wonder what causes this significant difference?
>>compiler optimization are disabled in debug mode.
>
>Inlining is disabled as well.

And finally, in debug mode Arrays are checked before access---although I
don't think this can account for more than a factor 2...

Bye,
         Luigi