{"id":3349,"date":"2011-03-27T20:35:52","date_gmt":"2011-03-27T20:35:52","guid":{"rendered":"http:\/\/hgpu.org\/?p=3349"},"modified":"2011-05-06T15:27:32","modified_gmt":"2011-05-06T15:27:32","slug":"scalable-and-parallel-implementation-of-a-financial-application-on-a-gpu-with-focus-on-out-of-core-case","status":"publish","type":"post","link":"https:\/\/hgpu.org\/?p=3349","title":{"rendered":"Scalable and Parallel Implementation of a Financial Application on a GPU: With Focus on Out-of-Core Case"},"content":{"rendered":"<p>The architecture of the latest Graphic Processing Unit (GPU) consists of a number of uniform programmable units integrated on the same chip, which facilitate the general-purpose computing beyond the graphic processing. With the multiple programmable units executing in parallel, the latest GPU shows superior performance for many non-graphic applications. Furthermore, programmers can have a direct control on the GPU pipeline using easy-to-use parallel programming environments. These advances in hardware and software make General-Purpose GPU computing (GPGPU) widespread. In this paper, we parallelize a computationally demanding financial application and optimize its performance on a latest GPU. We also analyze the performance results compared with those obtained using CPU only. Experimental results show that GPU can achieve a superior performance, greater than 190x, compared with the CPU-only case when the data fits in the graphic memory. We also address the performance issue in the out-of-core case where the data cannot fit in the device memory on the GPU. In such a case, by using streaming technique helps make up the performance gap lost due to data transfer overhead from the CPU side to the GPU DRAM.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>The architecture of the latest Graphic Processing Unit (GPU) consists of a number of uniform programmable units integrated on the same chip, which facilitate the general-purpose computing beyond the graphic processing. With the multiple programmable units executing in parallel, the latest GPU shows superior performance for many non-graphic applications. Furthermore, programmers can have a direct [&hellip;]<\/p>\n","protected":false},"author":351,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_jetpack_memberships_contains_paid_content":false,"footnotes":"","jetpack_publicize_message":"","jetpack_publicize_feature_enabled":true,"jetpack_social_post_already_shared":false,"jetpack_social_options":{"image_generator_settings":{"template":"highway","default_image_id":0,"font":"","enabled":false},"version":2}},"categories":[576,3],"tags":[1804,72],"class_list":["post-3349","post","type-post","status-publish","format-standard","hentry","category-finance","category-paper","tag-finance","tag-monte-carlo-simulation"],"views":1719,"jetpack_publicize_connections":[],"jetpack_featured_media_url":"","jetpack_sharing_enabled":true,"_links":{"self":[{"href":"https:\/\/hgpu.org\/index.php?rest_route=\/wp\/v2\/posts\/3349","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/hgpu.org\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/hgpu.org\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/hgpu.org\/index.php?rest_route=\/wp\/v2\/users\/351"}],"replies":[{"embeddable":true,"href":"https:\/\/hgpu.org\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=3349"}],"version-history":[{"count":1,"href":"https:\/\/hgpu.org\/index.php?rest_route=\/wp\/v2\/posts\/3349\/revisions"}],"predecessor-version":[{"id":3826,"href":"https:\/\/hgpu.org\/index.php?rest_route=\/wp\/v2\/posts\/3349\/revisions\/3826"}],"wp:attachment":[{"href":"https:\/\/hgpu.org\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=3349"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/hgpu.org\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=3349"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/hgpu.org\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=3349"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}