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| HAL: hal-00364242, version 1 |
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| European Option Princing on a GPU Cluster |
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| Lokman A. Abbas-Turki 1Stéphane Vialle 2, 3 |
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| (2009-02-25) |
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| 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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| 1: | Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS) |
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Ecole des Ponts ParisTech |
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| 2: | SUPELEC-Campus Metz |
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SUPELEC |
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| 3: | ALGORILLE (INRIA Lorraine - LORIA) |
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INRIA – CNRS : UMR7503 – Université Henri Poincaré - Nancy I – Université Nancy II – Institut National Polytechnique de Lorraine (INPL) |
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| Subject | : | Computer Science/Distributed, Parallel, and Cluster Computing |
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| Attached file list to this document: | |||||
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| hal-00364242, version 1 | |
| http://hal-supelec.archives-ouvertes.fr/hal-00364242 | |
| oai:hal-supelec.archives-ouvertes.fr:hal-00364242 | |
| From: Sébastien Van Luchene | |
| Submitted on: Wednesday, 25 February 2009 14:56:58 | |
| Updated on: Friday, 18 December 2009 11:49:42 | |
