![Scientific and technical journal «Priborostroenie»](/images/mag-pr.png)
ANALYSIS OF CUDA EFFICIENCY IN SOLVING LINEAR TRIDIAGONAL SYSTEMS FOR THEORETICAL OPTION PRICING
![Scientific and technical journal «Priborostroenie»](/images/mag-pr.png)
Annotation
Parallel cyclic reduction method for solving linear tridiagonal systems is implemented on GPU. The advisability of matrix formation directly in GPU global memory is shown. The approach provides a more than 20-fold acceleration as compared to single-threaded calculation. With the account for data transfer between RAM and GPU, a 5—8-fold acceleration is attained with the use of mapped memory.
Keywords
Постоянный URL
Articles in current issue
- CONTEXT MANAGEMENT IN INFORMATION SYSTEMS
- APPLICATION OF CUDA TECHNIQUE TO QUICKEN CALCULATION OF EUROPEAN OPTION PRICES BY FINITE-DIFFERENCE METHOD
- ANALYSIS OF CUDA EFFICIENCY IN SOLVING LINEAR TRIDIAGONAL SYSTEMS FOR THEORETICAL OPTION PRICING
- STUDY OF TRANSFORM CODING ALGORITHMS IN COMPRESSION OF VIDEO SEQUENCE FRAMES
- NEURAL NETWORK METHODS OF PERSON IDENTIFICATION BY FACE IMAGE
- MODEL OF CONTROL OVER ACCESS TO NEWLY CREATED FILE OBJECTS
- CONVERSION OF ALGORITHM MODELS
- CREATING A CAD SIMULATOR OF A ROUTED COMPUTER NETWORK USING OPEN SOURCE COMPONENTS
- FUNCTIONAL RELIABILITY OF COMPUTING SYSTEMS WITH REDISTRIBUTION OF INQUIRIES
- PROBLEMS OF SYNTHESIS OF SYSTEMS WITH LOSSES
- PRIORITY-BASED MECHANISMS OF SERVICE QUALITY PROVISION IN MULTISERVICE COMPUTER NETWORKS
- COMPOSITE CODE SCALES FOR CONVERTERS OF LINEAR MOVEMENTS
- DESIGN OF INSTRUMENT CONTROLLERS
- ASPECT TECHNOLOGIES IN DEVELOPMENT OF SW-INTENSIVE SYSTEMS
- A COMPUTER-AIDED SYSTEM FOR PSEUDO-REGULAR CODE SCALE DESIGN
- METHOD OF REVERSE RANDOM SAMPLING FOR MEASUREMENT OF TIME DELAY IN ELEMENT OF THE INTEGRATED CIRCUIT WITH PICOSECOND ACCURACY