OpenCL: Double-Precision Financial Analysis Results
|Workstation||311.50||Catalyst Pro 9.003.3.3|
|Gaming||314.22||Catalyst 13.3 Beta 3Catalyst 13.5 Beta 2 (Radeon HD 7990)|
Double-Precision Financial Analysis
More complex math proves to be too much for some of these cards. Nvidia's GeForce GTX 690 edges out the Titan in the first benchmark thanks to its two GPUs, but falls way behind in the Monte Carlo option pricing benchmark. The performance hit attributable to FP64 is massive, making it very clear where corners were cut to make GK104 a well-balanced gaming GPU. AMD's FirePro W7000 doesn’t really do any better. Its double-precision performance is a far cry from the two Tahiti-based cards, since it centers on Pitcairn.
Binomial Option Pricing (FP64)
Monte Carlo Option Pricing (FP64)