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Benchmarking The Computation And Communication Performance Of The Cm-5, Kivanc Dincer, Zeki Bozkus, Sanjay Ranka, Geoffrey C. Fox
Benchmarking The Computation And Communication Performance Of The Cm-5, Kivanc Dincer, Zeki Bozkus, Sanjay Ranka, Geoffrey C. Fox
Northeast Parallel Architecture Center
Thinking Machines' CM-5 machine is a distributed-memory, message-passing computer. In this paper we devise a performance benchmark for the base and vector units and the data communication networks of the CM-5 machine. We model the communication characteristics such as communication latency and bandwidths of point-to-point and global communication primitives. We show, on a simple Gaussian elimination code, that an accurate static performance estimation of parallel algorithms is possible by using those basic machine properties connected with computation, vectorization, communication, and synchronization. Furthermore, we describe the embedding of meshes or hypercubes on the CM-5 fat-tree topology and illustrate the performance results …
Software Issues And Performance Of A Parallel Model For Stock Option Pricing, Kim Mills, Gang Cheng, Michael Vinson, Sanjay Ranka
Software Issues And Performance Of A Parallel Model For Stock Option Pricing, Kim Mills, Gang Cheng, Michael Vinson, Sanjay Ranka
Northeast Parallel Architecture Center
The finance industry is beginning to adopt parallel computing for numerical computation, and will soon be in a position to use parallel supercomputers. This paper examines software issues and performance of a stock option pricing model running on the Connection Machine-2 and DECmpp-12000. Pricing models incorporating stochastic volatility with American call (early exercise) are computationally intensive and require substantial communication. Three parallel versions of a stock option pricing model were developed which varied in data distribution, load balancing, and communication. The performance of this set of increasingly refined models ranged over no improvement, 10 times, and 100 times faster than …