Separation of Compute and Transfer from the rest of the code.

In the beginning of 2012 I spoke with Patrick Viry, former CEO of Ateji – now out-of-business. We shared ideas on GPGPU, OpenCL and programming in general. While talking about the strengths of his product, he came with a remark which I found important and interesting: separation of transfer. This triggered me to think further – those were the times

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Black-Scholes mixing on SandyBridge, Radeon and Geforce

Intel, AMD and NVidia have all written implementations of the Black-Scholes algorithm for their devices. Intel has described a kernels in their OpenCL optimisation-document (page 28 and further) with 3 random factors as input: S, K and T, and two configuration-constants R and V. NVidia is easy to compare to Intel’s, while AMD chose to write down the

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