Posts by Jeff Larkin
Simulation / Modeling / Design
Aug 07, 2024
Profit and Loss Modeling on GPUs with ISO C++ Language Parallelism
The previous post How to Accelerate Quantitative Finance with ISO C++ Standard Parallelism demonstrated how to write a Black-Scholes simulation using ISO C++...
10 MIN READ
Data Center / Cloud
Mar 06, 2024
How to Accelerate Quantitative Finance with ISO C++ Standard Parallelism
Quantitative finance libraries are software packages that consist of mathematical, statistical, and, more recently, machine learning models designed for use in...
10 MIN READ
Simulation / Modeling / Design
Nov 13, 2023
Simplifying GPU Programming for HPC with NVIDIA Grace Hopper Superchip
The new hardware developments in NVIDIA Grace Hopper Superchip systems enable some dramatic changes to the way developers approach GPU programming. Most...
17 MIN READ
Simulation / Modeling / Design
Jun 12, 2022
Using Fortran Standard Parallel Programming for GPU Acceleration
Standard languages have begun adding features that compilers can use for accelerated GPU and CPU parallel programming, for instance, do concurrent loops and...
12 MIN READ
Simulation / Modeling / Design
Apr 18, 2022
Multi-GPU Programming with Standard Parallel C++, Part 2
It may seem natural to expect that the performance of your CPU-to-GPU port will range below that of a dedicated HPC code. After all, you are limited by the...
13 MIN READ
Simulation / Modeling / Design
Apr 18, 2022
Multi-GPU Programming with Standard Parallel C++, Part 1
The difficulty of porting an application to GPUs varies from one case to another. In the best-case scenario, you can accelerate critical code sections by...
17 MIN READ