OpenCL: Financial Mathematics And Scientific Computations
OpenCL: Financial Mathematics
Option pricing is a compute-intensive task that gives graphics processors an opportunity to shine. AMD's FirePro W9100 wins in both the single- and double-precision versions of this benchmark.
However, we did notice that the performance difference between the two metrics is a factor of three on the AMD cards, but less than two on Nvidia's Quadro K6000. The K5000 is completely unsuitable across the board.
The same ratio applies to AMD's outcome in the GEMM benchmark, and there's a massive drop from single- to double-precision throughput.
Whereas the Quadro K6000 holds onto much of its performance going from single- to double-precision, AMD's flagship sheds a ton of its speed, ending up behind Nvidia's quickest board.