Posted by
Jace A Mogill on
May 08, 2009; 3:39pm
URL: http://quantlib.414.s1.nabble.com/Financial-Software-Performance-Benchmarking-tp7444p7446.html
Hi Luigi et al,
Thanks to everyone who expressed interest. I
implemented Bojan Nikolic's suggestion to add an outer
loop around the existing benchmarks to approximate the
simulation of large portfolio. This scaled
the execution time of the benchmark linearly, so I'm
able to run the length of time of my choosing, but the
memory use is unchanged.
One of the purposes of the benchmark is to showcase all
the cores on the system, so I was glad to receive
Klaus' parallel version. As you might imagine, some of
the newer systems have lots of cores -- by year's end
our processors will have 6 cores, meaning 4-socket
systems will have 24 cores. Our experience is that
communication via shared files does not scale
efficiently to that many tasks, so I did not try to get
that to scale.
I tried two different approaches to parallelizing the
benchmark:
- Parallelizing the outer loop I introduced using
OpenMP. Unfortunately there were problems with
memory allocation in QuantLib or BOOST or both, and
the program would fail with a segfault.
- Shell script to fork off one job per core. Because
there is no communication between tasks, this is
essentially a hybrid of Klaus' and Bojan's
approaches. This approach is scaling linearly with
the number of cores used because it is not very
memory intensive.
If anyone has experience with using QuantLib or BOOST
in a shared memory parallel context (ie: OpenMP or
Pthreads), or already knows there are single-thread
dependencies in the code which prohibit this type of
parallelism, I would appreciate any tips or hints!
I am still looking at other optimizations, so I'm still
collection information and am not ready to report any
results yet. Thanks again for your interest,
-J
==================================================================
Jace A Mogill AMD Austin
Senior Member of Technical Staff 7171 Southwest Parkway
Performance CoE, Central Engineering MS: 400.1B
(+1) 512.602.4916 Austin, TX 78735
On Friday, May 8, 2009 at 15:59:17, Luigi Ballabio <
[hidden email]> wrote:
> On Thu, 2009-04-30 at 15:28 -0500, Jace A Mogill wrote:
> > AMD is looking for financial software benchmarks to
> > showcase both new hardware and business applications.
>
> Jace,
> I see Klaus already sent you a benchmark. Please keep us informed; it
> seems like an interesting project, and I guess there are quite a few
> people on this list that would like to know the results.
>
> Luigi
>
>
> --
>
> Ogden's Law:
> The sooner you fall behind, the more time you have to catch up.
>
>
>
------------------------------------------------------------------------------
The NEW KODAK i700 Series Scanners deliver under ANY circumstances! Your
production scanning environment may not be a perfect world - but thanks to
Kodak, there's a perfect scanner to get the job done! With the NEW KODAK i700
Series Scanner you'll get full speed at 300 dpi even with all image
processing features enabled.
http://p.sf.net/sfu/kodak-com_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users