We found a finance benchmark for GPUs and wanted to show we could speed its algorithms up. Like a lot!

Following the initial work done in porting the CUDA code to HIP (follow article link here), significant progress was made in tackling the low hanging fruits in the kernels and tackling any potential structural problems outside of the kernel.

Additionally, since the last article, we’ve been in touch with the authors of the original repository. They’ve even invited us to update their repository too. For now it will be on our repository only. We also learnt that the group’s lead, professor John Cavazos, passed away 2 years ago. We hope he would have liked that his work has been revived.

Link to the paper is here: https://dl.acm.org/doi/10.1145/2458523.2458536

Scott Grauer-Gray, William Killian, Robert Searles, and John Cavazos. 2013. Accelerating financial applications on the GPU. In Proceedings of the 6th Workshop on General Purpose Processor Using Graphics Processing Units (GPGPU-6). Association for Computing Machinery, New York, NY, USA, 127–136. DOI:https://doi.org/10.1145/2458523.2458536

Improving the basics

We could have chosen to rewrite the algorithms from scratch, but first we need to understand the algorithms better. Also, with the existing GPU-code we can quickly assess what are the problems of the algorithm, and see if we can get to high performance without too much effort. In this blog we show these steps.