add and update samples for CUDA 11.6

This commit is contained in:
Rutwik Choughule
2022-01-13 11:35:24 +05:30
parent 11de19f00c
commit 2e41896e1b
4615 changed files with 178150 additions and 181350 deletions

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"problemMatcher": ["$nvcc"],
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}
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/* Copyright (c) 2022, NVIDIA CORPORATION. All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
* * Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in the
* documentation and/or other materials provided with the distribution.
* * Neither the name of NVIDIA CORPORATION nor the names of its
* contributors may be used to endorse or promote products derived
* from this software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS ``AS IS'' AND ANY
* EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
* CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
* EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
* PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
* PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY
* OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
* OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/
/*
* This sample evaluates fair call and put prices for a
* given set of European options by Black-Scholes formula.
* See supplied whitepaper for more explanations.
*/
#include <cuda_runtime.h>
#include <nvrtc_helper.h>
#include <helper_functions.h> // helper functions for string parsing
////////////////////////////////////////////////////////////////////////////////
// Process an array of optN options on CPU
////////////////////////////////////////////////////////////////////////////////
extern "C" void BlackScholesCPU(float *h_CallResult, float *h_PutResult,
float *h_StockPrice, float *h_OptionStrike,
float *h_OptionYears, float Riskfree,
float Volatility, int optN);
////////////////////////////////////////////////////////////////////////////////
// Process an array of OptN options on GPU
////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////
// Helper function, returning uniformly distributed
// random float in [low, high] range
////////////////////////////////////////////////////////////////////////////////
float RandFloat(float low, float high) {
float t = (float)rand() / (float)RAND_MAX;
return (1.0f - t) * low + t * high;
}
////////////////////////////////////////////////////////////////////////////////
// Data configuration
////////////////////////////////////////////////////////////////////////////////
const int OPT_N = 4000000;
const int NUM_ITERATIONS = 512;
const int OPT_SZ = OPT_N * sizeof(float);
const float RISKFREE = 0.02f;
const float VOLATILITY = 0.30f;
#define DIV_UP(a, b) (((a) + (b)-1) / (b))
////////////////////////////////////////////////////////////////////////////////
// Main program
////////////////////////////////////////////////////////////////////////////////
int main(int argc, char **argv) {
// Start logs
printf("[%s] - Starting...\n", argv[0]);
//'h_' prefix - CPU (host) memory space
float
// Results calculated by CPU for reference
*h_CallResultCPU,
*h_PutResultCPU,
// CPU copy of GPU results
*h_CallResultGPU, *h_PutResultGPU,
// CPU instance of input data
*h_StockPrice, *h_OptionStrike, *h_OptionYears;
//'d_' prefix - GPU (device) memory space
CUdeviceptr
// Results calculated by GPU
d_CallResult,
d_PutResult,
// GPU instance of input data
d_StockPrice, d_OptionStrike, d_OptionYears;
double delta, ref, sum_delta, sum_ref, max_delta, L1norm, gpuTime;
StopWatchInterface *hTimer = NULL;
int i;
sdkCreateTimer(&hTimer);
printf("Initializing data...\n");
printf("...allocating CPU memory for options.\n");
h_CallResultCPU = (float *)malloc(OPT_SZ);
h_PutResultCPU = (float *)malloc(OPT_SZ);
h_CallResultGPU = (float *)malloc(OPT_SZ);
h_PutResultGPU = (float *)malloc(OPT_SZ);
h_StockPrice = (float *)malloc(OPT_SZ);
h_OptionStrike = (float *)malloc(OPT_SZ);
h_OptionYears = (float *)malloc(OPT_SZ);
char *cubin, *kernel_file;
size_t cubinSize;
kernel_file = sdkFindFilePath("BlackScholes_kernel.cuh", argv[0]);
// Compile the kernel BlackScholes_kernel.
compileFileToCUBIN(kernel_file, argc, argv, &cubin, &cubinSize, 0);
CUmodule module = loadCUBIN(cubin, argc, argv);
CUfunction kernel_addr;
checkCudaErrors(cuModuleGetFunction(&kernel_addr, module, "BlackScholesGPU"));
printf("...allocating GPU memory for options.\n");
checkCudaErrors(cuMemAlloc(&d_CallResult, OPT_SZ));
checkCudaErrors(cuMemAlloc(&d_PutResult, OPT_SZ));
checkCudaErrors(cuMemAlloc(&d_StockPrice, OPT_SZ));
checkCudaErrors(cuMemAlloc(&d_OptionStrike, OPT_SZ));
checkCudaErrors(cuMemAlloc(&d_OptionYears, OPT_SZ));
printf("...generating input data in CPU mem.\n");
srand(5347);
// Generate options set
for (i = 0; i < OPT_N; i++) {
h_CallResultCPU[i] = 0.0f;
h_PutResultCPU[i] = -1.0f;
h_StockPrice[i] = RandFloat(5.0f, 30.0f);
h_OptionStrike[i] = RandFloat(1.0f, 100.0f);
h_OptionYears[i] = RandFloat(0.25f, 10.0f);
}
printf("...copying input data to GPU mem.\n");
// Copy options data to GPU memory for further processing
checkCudaErrors(cuMemcpyHtoD(d_StockPrice, h_StockPrice, OPT_SZ));
checkCudaErrors(cuMemcpyHtoD(d_OptionStrike, h_OptionStrike, OPT_SZ));
checkCudaErrors(cuMemcpyHtoD(d_OptionYears, h_OptionYears, OPT_SZ));
printf("Data init done.\n\n");
printf("Executing Black-Scholes GPU kernel (%i iterations)...\n",
NUM_ITERATIONS);
sdkResetTimer(&hTimer);
sdkStartTimer(&hTimer);
dim3 cudaBlockSize(128, 1, 1);
dim3 cudaGridSize(DIV_UP(OPT_N / 2, 128), 1, 1);
float risk = RISKFREE;
float volatility = VOLATILITY;
int optval = OPT_N;
void *arr[] = {(void *)&d_CallResult, (void *)&d_PutResult,
(void *)&d_StockPrice, (void *)&d_OptionStrike,
(void *)&d_OptionYears, (void *)&risk,
(void *)&volatility, (void *)&optval};
for (i = 0; i < NUM_ITERATIONS; i++) {
checkCudaErrors(cuLaunchKernel(kernel_addr, cudaGridSize.x, cudaGridSize.y,
cudaGridSize.z, /* grid dim */
cudaBlockSize.x, cudaBlockSize.y,
cudaBlockSize.z, /* block dim */
0, 0, /* shared mem, stream */
&arr[0], /* arguments */
0));
}
checkCudaErrors(cuCtxSynchronize());
sdkStopTimer(&hTimer);
gpuTime = sdkGetTimerValue(&hTimer) / NUM_ITERATIONS;
// Both call and put is calculated
printf("Options count : %i \n", 2 * OPT_N);
printf("BlackScholesGPU() time : %f msec\n", gpuTime);
printf("Effective memory bandwidth: %f GB/s\n",
((double)(5 * OPT_N * sizeof(float)) * 1E-9) / (gpuTime * 1E-3));
printf("Gigaoptions per second : %f \n\n",
((double)(2 * OPT_N) * 1E-9) / (gpuTime * 1E-3));
printf(
"BlackScholes, Throughput = %.4f GOptions/s, Time = %.5f s, Size = %u "
"options, NumDevsUsed = %u, Workgroup = %u\n",
(((double)(2.0 * OPT_N) * 1.0E-9) / (gpuTime * 1.0E-3)), gpuTime * 1e-3,
(2 * OPT_N), 1, 128);
printf("\nReading back GPU results...\n");
// Read back GPU results to compare them to CPU results
checkCudaErrors(cuMemcpyDtoH(h_CallResultGPU, d_CallResult, OPT_SZ));
checkCudaErrors(cuMemcpyDtoH(h_PutResultGPU, d_PutResult, OPT_SZ));
printf("Checking the results...\n");
printf("...running CPU calculations.\n\n");
// Calculate options values on CPU
BlackScholesCPU(h_CallResultCPU, h_PutResultCPU, h_StockPrice, h_OptionStrike,
h_OptionYears, RISKFREE, VOLATILITY, OPT_N);
printf("Comparing the results...\n");
// Calculate max absolute difference and L1 distance
// between CPU and GPU results
sum_delta = 0;
sum_ref = 0;
max_delta = 0;
for (i = 0; i < OPT_N; i++) {
ref = h_CallResultCPU[i];
delta = fabs(h_CallResultCPU[i] - h_CallResultGPU[i]);
if (delta > max_delta) {
max_delta = delta;
}
sum_delta += delta;
sum_ref += fabs(ref);
}
L1norm = sum_delta / sum_ref;
printf("L1 norm: %E\n", L1norm);
printf("Max absolute error: %E\n\n", max_delta);
printf("Shutting down...\n");
printf("...releasing GPU memory.\n");
checkCudaErrors(cuMemFree(d_OptionYears));
checkCudaErrors(cuMemFree(d_OptionStrike));
checkCudaErrors(cuMemFree(d_StockPrice));
checkCudaErrors(cuMemFree(d_PutResult));
checkCudaErrors(cuMemFree(d_CallResult));
printf("...releasing CPU memory.\n");
free(h_OptionYears);
free(h_OptionStrike);
free(h_StockPrice);
free(h_PutResultGPU);
free(h_CallResultGPU);
free(h_PutResultCPU);
free(h_CallResultCPU);
sdkDeleteTimer(&hTimer);
printf("Shutdown done.\n");
printf("\n[%s] - Test Summary\n", argv[0]);
if (L1norm > 1e-6) {
printf("Test failed!\n");
exit(EXIT_FAILURE);
}
printf("Test passed\n");
exit(EXIT_SUCCESS);
}

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/* Copyright (c) 2022, NVIDIA CORPORATION. All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
* * Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in the
* documentation and/or other materials provided with the distribution.
* * Neither the name of NVIDIA CORPORATION nor the names of its
* contributors may be used to endorse or promote products derived
* from this software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS ``AS IS'' AND ANY
* EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
* CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
* EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
* PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
* PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY
* OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
* OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/
#include <math.h>
///////////////////////////////////////////////////////////////////////////////
// Polynomial approximation of cumulative normal distribution function
///////////////////////////////////////////////////////////////////////////////
static double CND(double d) {
const double A1 = 0.31938153;
const double A2 = -0.356563782;
const double A3 = 1.781477937;
const double A4 = -1.821255978;
const double A5 = 1.330274429;
const double RSQRT2PI = 0.39894228040143267793994605993438;
double K = 1.0 / (1.0 + 0.2316419 * fabs(d));
double cnd = RSQRT2PI * exp(-0.5 * d * d) *
(K * (A1 + K * (A2 + K * (A3 + K * (A4 + K * A5)))));
if (d > 0) cnd = 1.0 - cnd;
return cnd;
}
///////////////////////////////////////////////////////////////////////////////
// Black-Scholes formula for both call and put
///////////////////////////////////////////////////////////////////////////////
static void BlackScholesBodyCPU(float &callResult, float &putResult,
float Sf, // Stock price
float Xf, // Option strike
float Tf, // Option years
float Rf, // Riskless rate
float Vf // Volatility rate
) {
double S = Sf, X = Xf, T = Tf, R = Rf, V = Vf;
double sqrtT = sqrt(T);
double d1 = (log(S / X) + (R + 0.5 * V * V) * T) / (V * sqrtT);
double d2 = d1 - V * sqrtT;
double CNDD1 = CND(d1);
double CNDD2 = CND(d2);
// Calculate Call and Put simultaneously
double expRT = exp(-R * T);
callResult = (float)(S * CNDD1 - X * expRT * CNDD2);
putResult = (float)(X * expRT * (1.0 - CNDD2) - S * (1.0 - CNDD1));
}
////////////////////////////////////////////////////////////////////////////////
// Process an array of optN options
////////////////////////////////////////////////////////////////////////////////
extern "C" void BlackScholesCPU(float *h_CallResult, float *h_PutResult,
float *h_StockPrice, float *h_OptionStrike,
float *h_OptionYears, float Riskfree,
float Volatility, int optN) {
for (int opt = 0; opt < optN; opt++)
BlackScholesBodyCPU(h_CallResult[opt], h_PutResult[opt], h_StockPrice[opt],
h_OptionStrike[opt], h_OptionYears[opt], Riskfree,
Volatility);
}

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/* Copyright (c) 2022, NVIDIA CORPORATION. All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
* * Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in the
* documentation and/or other materials provided with the distribution.
* * Neither the name of NVIDIA CORPORATION nor the names of its
* contributors may be used to endorse or promote products derived
* from this software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS ``AS IS'' AND ANY
* EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
* CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
* EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
* PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
* PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY
* OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
* OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/
///////////////////////////////////////////////////////////////////////////////
// Polynomial approximation of cumulative normal distribution function
///////////////////////////////////////////////////////////////////////////////
__device__ inline float cndGPU(float d) {
const float A1 = 0.31938153f;
const float A2 = -0.356563782f;
const float A3 = 1.781477937f;
const float A4 = -1.821255978f;
const float A5 = 1.330274429f;
const float RSQRT2PI = 0.39894228040143267793994605993438f;
float K = __fdividef(1.0f, (1.0f + 0.2316419f * fabsf(d)));
float cnd = RSQRT2PI * __expf(-0.5f * d * d) *
(K * (A1 + K * (A2 + K * (A3 + K * (A4 + K * A5)))));
if (d > 0) cnd = 1.0f - cnd;
return cnd;
}
///////////////////////////////////////////////////////////////////////////////
// Black-Scholes formula for both call and put
///////////////////////////////////////////////////////////////////////////////
__device__ inline void BlackScholesBodyGPU(float &CallResult, float &PutResult,
float S, // Stock price
float X, // Option strike
float T, // Option years
float R, // Riskless rate
float V // Volatility rate
) {
float sqrtT, expRT;
float d1, d2, CNDD1, CNDD2;
sqrtT = __fdividef(1.0F, rsqrtf(T));
d1 = __fdividef(__logf(S / X) + (R + 0.5f * V * V) * T, V * sqrtT);
d2 = d1 - V * sqrtT;
CNDD1 = cndGPU(d1);
CNDD2 = cndGPU(d2);
// Calculate Call and Put simultaneously
expRT = __expf(-R * T);
CallResult = S * CNDD1 - X * expRT * CNDD2;
PutResult = X * expRT * (1.0f - CNDD2) - S * (1.0f - CNDD1);
}
////////////////////////////////////////////////////////////////////////////////
// Process an array of optN options on GPU
////////////////////////////////////////////////////////////////////////////////
extern "C" __launch_bounds__(128) __global__
void BlackScholesGPU(float2 *__restrict d_CallResult,
float2 *__restrict d_PutResult,
float2 *__restrict d_StockPrice,
float2 *__restrict d_OptionStrike,
float2 *__restrict d_OptionYears, float Riskfree,
float Volatility, int optN) {
////Thread index
const int opt = blockDim.x * blockIdx.x + threadIdx.x;
// Calculating 2 options per thread to increase ILP (instruction level
// parallelism)
if (opt < (optN / 2)) {
float callResult1, callResult2;
float putResult1, putResult2;
BlackScholesBodyGPU(callResult1, putResult1, d_StockPrice[opt].x,
d_OptionStrike[opt].x, d_OptionYears[opt].x, Riskfree,
Volatility);
BlackScholesBodyGPU(callResult2, putResult2, d_StockPrice[opt].y,
d_OptionStrike[opt].y, d_OptionYears[opt].y, Riskfree,
Volatility);
d_CallResult[opt] = make_float2(callResult1, callResult2);
d_PutResult[opt] = make_float2(putResult1, putResult2);
}
}

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<PropertyGroup Condition="'$(Platform)'=='x64'">
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<ItemDefinitionGroup>
<ClCompile>
<WarningLevel>Level3</WarningLevel>
<PreprocessorDefinitions>WIN32;_MBCS;%(PreprocessorDefinitions)</PreprocessorDefinitions>
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<Link>
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<LinkTimeCodeGeneration>Default</LinkTimeCodeGeneration>
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<CudaCompile>
<Runtime>MTd</Runtime>
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<ClCompile>
<Optimization>MaxSpeed</Optimization>
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<Link>
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<LinkTimeCodeGeneration>UseLinkTimeCodeGeneration</LinkTimeCodeGeneration>
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Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio 2022
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EndProject
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EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
EndGlobalSection
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@@ -0,0 +1,109 @@
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<IncludePath>$(IncludePath)</IncludePath>
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<Link>
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@@ -0,0 +1,395 @@
################################################################################
# Copyright (c) 2022, NVIDIA CORPORATION. All rights reserved.
#
# Redistribution and use in source and binary forms, with or without
# modification, are permitted provided that the following conditions
# are met:
# * Redistributions of source code must retain the above copyright
# notice, this list of conditions and the following disclaimer.
# * Redistributions in binary form must reproduce the above copyright
# notice, this list of conditions and the following disclaimer in the
# documentation and/or other materials provided with the distribution.
# * Neither the name of NVIDIA CORPORATION nor the names of its
# contributors may be used to endorse or promote products derived
# from this software without specific prior written permission.
#
# THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS ``AS IS'' AND ANY
# EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
# IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
# PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
# CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
# EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
# PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
# PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY
# OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
# (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
# OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
#
################################################################################
#
# Makefile project only supported on Mac OS X and Linux Platforms)
#
################################################################################
# Location of the CUDA Toolkit
CUDA_PATH ?= /usr/local/cuda
##############################
# start deprecated interface #
##############################
ifeq ($(x86_64),1)
$(info WARNING - x86_64 variable has been deprecated)
$(info WARNING - please use TARGET_ARCH=x86_64 instead)
TARGET_ARCH ?= x86_64
endif
ifeq ($(ARMv7),1)
$(info WARNING - ARMv7 variable has been deprecated)
$(info WARNING - please use TARGET_ARCH=armv7l instead)
TARGET_ARCH ?= armv7l
endif
ifeq ($(aarch64),1)
$(info WARNING - aarch64 variable has been deprecated)
$(info WARNING - please use TARGET_ARCH=aarch64 instead)
TARGET_ARCH ?= aarch64
endif
ifeq ($(ppc64le),1)
$(info WARNING - ppc64le variable has been deprecated)
$(info WARNING - please use TARGET_ARCH=ppc64le instead)
TARGET_ARCH ?= ppc64le
endif
ifneq ($(GCC),)
$(info WARNING - GCC variable has been deprecated)
$(info WARNING - please use HOST_COMPILER=$(GCC) instead)
HOST_COMPILER ?= $(GCC)
endif
ifneq ($(abi),)
$(error ERROR - abi variable has been removed)
endif
############################
# end deprecated interface #
############################
# architecture
HOST_ARCH := $(shell uname -m)
TARGET_ARCH ?= $(HOST_ARCH)
ifneq (,$(filter $(TARGET_ARCH),x86_64 aarch64 sbsa ppc64le armv7l))
ifneq ($(TARGET_ARCH),$(HOST_ARCH))
ifneq (,$(filter $(TARGET_ARCH),x86_64 aarch64 sbsa ppc64le))
TARGET_SIZE := 64
else ifneq (,$(filter $(TARGET_ARCH),armv7l))
TARGET_SIZE := 32
endif
else
TARGET_SIZE := $(shell getconf LONG_BIT)
endif
else
$(error ERROR - unsupported value $(TARGET_ARCH) for TARGET_ARCH!)
endif
# sbsa and aarch64 systems look similar. Need to differentiate them at host level for now.
ifeq ($(HOST_ARCH),aarch64)
ifeq ($(CUDA_PATH)/targets/sbsa-linux,$(shell ls -1d $(CUDA_PATH)/targets/sbsa-linux 2>/dev/null))
HOST_ARCH := sbsa
TARGET_ARCH := sbsa
endif
endif
ifneq ($(TARGET_ARCH),$(HOST_ARCH))
ifeq (,$(filter $(HOST_ARCH)-$(TARGET_ARCH),aarch64-armv7l x86_64-armv7l x86_64-aarch64 x86_64-sbsa x86_64-ppc64le))
$(error ERROR - cross compiling from $(HOST_ARCH) to $(TARGET_ARCH) is not supported!)
endif
endif
# When on native aarch64 system with userspace of 32-bit, change TARGET_ARCH to armv7l
ifeq ($(HOST_ARCH)-$(TARGET_ARCH)-$(TARGET_SIZE),aarch64-aarch64-32)
TARGET_ARCH = armv7l
endif
# operating system
HOST_OS := $(shell uname -s 2>/dev/null | tr "[:upper:]" "[:lower:]")
TARGET_OS ?= $(HOST_OS)
ifeq (,$(filter $(TARGET_OS),linux darwin qnx android))
$(error ERROR - unsupported value $(TARGET_OS) for TARGET_OS!)
endif
# host compiler
ifeq ($(TARGET_OS),darwin)
ifeq ($(shell expr `xcodebuild -version | grep -i xcode | awk '{print $$2}' | cut -d'.' -f1` \>= 5),1)
HOST_COMPILER ?= clang++
endif
else ifneq ($(TARGET_ARCH),$(HOST_ARCH))
ifeq ($(HOST_ARCH)-$(TARGET_ARCH),x86_64-armv7l)
ifeq ($(TARGET_OS),linux)
HOST_COMPILER ?= arm-linux-gnueabihf-g++
else ifeq ($(TARGET_OS),qnx)
ifeq ($(QNX_HOST),)
$(error ERROR - QNX_HOST must be passed to the QNX host toolchain)
endif
ifeq ($(QNX_TARGET),)
$(error ERROR - QNX_TARGET must be passed to the QNX target toolchain)
endif
export QNX_HOST
export QNX_TARGET
HOST_COMPILER ?= $(QNX_HOST)/usr/bin/arm-unknown-nto-qnx6.6.0eabi-g++
else ifeq ($(TARGET_OS),android)
HOST_COMPILER ?= arm-linux-androideabi-g++
endif
else ifeq ($(TARGET_ARCH),aarch64)
ifeq ($(TARGET_OS), linux)
HOST_COMPILER ?= aarch64-linux-gnu-g++
else ifeq ($(TARGET_OS),qnx)
ifeq ($(QNX_HOST),)
$(error ERROR - QNX_HOST must be passed to the QNX host toolchain)
endif
ifeq ($(QNX_TARGET),)
$(error ERROR - QNX_TARGET must be passed to the QNX target toolchain)
endif
export QNX_HOST
export QNX_TARGET
HOST_COMPILER ?= $(QNX_HOST)/usr/bin/q++
else ifeq ($(TARGET_OS), android)
HOST_COMPILER ?= aarch64-linux-android-clang++
endif
else ifeq ($(TARGET_ARCH),sbsa)
HOST_COMPILER ?= aarch64-linux-gnu-g++
else ifeq ($(TARGET_ARCH),ppc64le)
HOST_COMPILER ?= powerpc64le-linux-gnu-g++
endif
endif
HOST_COMPILER ?= g++
NVCC := $(CUDA_PATH)/bin/nvcc -ccbin $(HOST_COMPILER)
# internal flags
NVCCFLAGS := -m${TARGET_SIZE}
CCFLAGS :=
LDFLAGS :=
# build flags
ifeq ($(TARGET_OS),darwin)
LDFLAGS += -rpath $(CUDA_PATH)/lib
CCFLAGS += -arch $(HOST_ARCH)
else ifeq ($(HOST_ARCH)-$(TARGET_ARCH)-$(TARGET_OS),x86_64-armv7l-linux)
LDFLAGS += --dynamic-linker=/lib/ld-linux-armhf.so.3
CCFLAGS += -mfloat-abi=hard
else ifeq ($(TARGET_OS),android)
LDFLAGS += -pie
CCFLAGS += -fpie -fpic -fexceptions
endif
ifneq ($(TARGET_ARCH),$(HOST_ARCH))
ifeq ($(TARGET_ARCH)-$(TARGET_OS),armv7l-linux)
ifneq ($(TARGET_FS),)
GCCVERSIONLTEQ46 := $(shell expr `$(HOST_COMPILER) -dumpversion` \<= 4.6)
ifeq ($(GCCVERSIONLTEQ46),1)
CCFLAGS += --sysroot=$(TARGET_FS)
endif
LDFLAGS += --sysroot=$(TARGET_FS)
LDFLAGS += -rpath-link=$(TARGET_FS)/lib
LDFLAGS += -rpath-link=$(TARGET_FS)/usr/lib
LDFLAGS += -rpath-link=$(TARGET_FS)/usr/lib/arm-linux-gnueabihf
endif
endif
ifeq ($(TARGET_ARCH)-$(TARGET_OS),aarch64-linux)
ifneq ($(TARGET_FS),)
GCCVERSIONLTEQ46 := $(shell expr `$(HOST_COMPILER) -dumpversion` \<= 4.6)
ifeq ($(GCCVERSIONLTEQ46),1)
CCFLAGS += --sysroot=$(TARGET_FS)
endif
LDFLAGS += --sysroot=$(TARGET_FS)
LDFLAGS += -rpath-link=$(TARGET_FS)/lib -L$(TARGET_FS)/lib
LDFLAGS += -rpath-link=$(TARGET_FS)/lib/aarch64-linux-gnu -L$(TARGET_FS)/lib/aarch64-linux-gnu
LDFLAGS += -rpath-link=$(TARGET_FS)/usr/lib -L$(TARGET_FS)/usr/lib
LDFLAGS += -rpath-link=$(TARGET_FS)/usr/lib/aarch64-linux-gnu -L$(TARGET_FS)/usr/lib/aarch64-linux-gnu
LDFLAGS += --unresolved-symbols=ignore-in-shared-libs
CCFLAGS += -isystem=$(TARGET_FS)/usr/include -I$(TARGET_FS)/usr/include -I$(TARGET_FS)/usr/include/libdrm
CCFLAGS += -isystem=$(TARGET_FS)/usr/include/aarch64-linux-gnu -I$(TARGET_FS)/usr/include/aarch64-linux-gnu
endif
endif
ifeq ($(TARGET_ARCH)-$(TARGET_OS),aarch64-qnx)
NVCCFLAGS += -D_QNX_SOURCE
NVCCFLAGS += --qpp-config 8.3.0,gcc_ntoaarch64le
CCFLAGS += -DWIN_INTERFACE_CUSTOM -I/usr/include/aarch64-qnx-gnu
LDFLAGS += -lsocket
LDFLAGS += -L/usr/lib/aarch64-qnx-gnu
CCFLAGS += "-Wl\,-rpath-link\,/usr/lib/aarch64-qnx-gnu"
ifdef TARGET_OVERRIDE
LDFLAGS += -lslog2
endif
ifneq ($(TARGET_FS),)
LDFLAGS += -L$(TARGET_FS)/usr/lib
CCFLAGS += "-Wl\,-rpath-link\,$(TARGET_FS)/usr/lib"
LDFLAGS += -L$(TARGET_FS)/usr/libnvidia
CCFLAGS += "-Wl\,-rpath-link\,$(TARGET_FS)/usr/libnvidia"
CCFLAGS += -I$(TARGET_FS)/../include
endif
endif
endif
ifdef TARGET_OVERRIDE # cuda toolkit targets override
NVCCFLAGS += -target-dir $(TARGET_OVERRIDE)
endif
# Install directory of different arch
CUDA_INSTALL_TARGET_DIR :=
ifeq ($(TARGET_ARCH)-$(TARGET_OS),armv7l-linux)
CUDA_INSTALL_TARGET_DIR = targets/armv7-linux-gnueabihf/
else ifeq ($(TARGET_ARCH)-$(TARGET_OS),aarch64-linux)
CUDA_INSTALL_TARGET_DIR = targets/aarch64-linux/
else ifeq ($(TARGET_ARCH)-$(TARGET_OS),sbsa-linux)
CUDA_INSTALL_TARGET_DIR = targets/sbsa-linux/
else ifeq ($(TARGET_ARCH)-$(TARGET_OS),armv7l-android)
CUDA_INSTALL_TARGET_DIR = targets/armv7-linux-androideabi/
else ifeq ($(TARGET_ARCH)-$(TARGET_OS),aarch64-android)
CUDA_INSTALL_TARGET_DIR = targets/aarch64-linux-androideabi/
else ifeq ($(TARGET_ARCH)-$(TARGET_OS),armv7l-qnx)
CUDA_INSTALL_TARGET_DIR = targets/ARMv7-linux-QNX/
else ifeq ($(TARGET_ARCH)-$(TARGET_OS),aarch64-qnx)
CUDA_INSTALL_TARGET_DIR = targets/aarch64-qnx/
else ifeq ($(TARGET_ARCH),ppc64le)
CUDA_INSTALL_TARGET_DIR = targets/ppc64le-linux/
endif
# Debug build flags
ifeq ($(dbg),1)
NVCCFLAGS += -g -G
BUILD_TYPE := debug
else
BUILD_TYPE := release
endif
ALL_CCFLAGS :=
ALL_CCFLAGS += $(NVCCFLAGS)
ALL_CCFLAGS += $(EXTRA_NVCCFLAGS)
ALL_CCFLAGS += $(addprefix -Xcompiler ,$(CCFLAGS))
ALL_CCFLAGS += $(addprefix -Xcompiler ,$(EXTRA_CCFLAGS))
UBUNTU = $(shell lsb_release -i -s 2>/dev/null | grep -i ubuntu)
SAMPLE_ENABLED := 1
# This sample is not supported on ARMv7
ifeq ($(TARGET_ARCH),armv7l)
$(info >>> WARNING - BlackScholes_nvrtc is not supported on ARMv7 - waiving sample <<<)
SAMPLE_ENABLED := 0
endif
ALL_LDFLAGS :=
ALL_LDFLAGS += $(ALL_CCFLAGS)
ALL_LDFLAGS += $(addprefix -Xlinker ,$(LDFLAGS))
ALL_LDFLAGS += $(addprefix -Xlinker ,$(EXTRA_LDFLAGS))
# Common includes and paths for CUDA
INCLUDES := -I../../../Common
LIBRARIES :=
################################################################################
# libNVRTC specific libraries
ifeq ($(TARGET_OS),darwin)
LDFLAGS += -L$(CUDA_PATH)/lib -F/Library/Frameworks -framework CUDA
endif
ifeq ($(TARGET_OS),darwin)
ALL_LDFLAGS += -Xcompiler -F/Library/Frameworks -Xlinker -framework -Xlinker CUDA
else
ifeq ($(TARGET_ARCH),x86_64)
CUDA_SEARCH_PATH ?= $(CUDA_PATH)/lib64/stubs
CUDA_SEARCH_PATH += $(CUDA_PATH)/lib/stubs
CUDA_SEARCH_PATH += $(CUDA_PATH)/targets/x86_64-linux/lib/stubs
endif
ifeq ($(TARGET_ARCH)-$(TARGET_OS),armv7l-linux)
CUDA_SEARCH_PATH ?= $(CUDA_PATH)/targets/armv7-linux-gnueabihf/lib/stubs
endif
ifeq ($(TARGET_ARCH)-$(TARGET_OS),aarch64-linux)
CUDA_SEARCH_PATH ?= $(CUDA_PATH)/targets/aarch64-linux/lib/stubs
endif
ifeq ($(TARGET_ARCH)-$(TARGET_OS),sbsa-linux)
CUDA_SEARCH_PATH ?= $(CUDA_PATH)/targets/sbsa-linux/lib/stubs
endif
ifeq ($(TARGET_ARCH)-$(TARGET_OS),armv7l-android)
CUDA_SEARCH_PATH ?= $(CUDA_PATH)/targets/armv7-linux-androideabi/lib/stubs
endif
ifeq ($(TARGET_ARCH)-$(TARGET_OS),aarch64-android)
CUDA_SEARCH_PATH ?= $(CUDA_PATH)/targets/aarch64-linux-androideabi/lib/stubs
endif
ifeq ($(TARGET_ARCH)-$(TARGET_OS),armv7l-qnx)
CUDA_SEARCH_PATH ?= $(CUDA_PATH)/targets/ARMv7-linux-QNX/lib/stubs
endif
ifeq ($(TARGET_ARCH)-$(TARGET_OS),aarch64-qnx)
CUDA_SEARCH_PATH ?= $(CUDA_PATH)/targets/aarch64-qnx/lib/stubs
ifdef TARGET_OVERRIDE
CUDA_SEARCH_PATH := $(CUDA_PATH)/targets/$(TARGET_OVERRIDE)/lib/stubs
endif
endif
ifeq ($(TARGET_ARCH),ppc64le)
CUDA_SEARCH_PATH ?= $(CUDA_PATH)/targets/ppc64le-linux/lib/stubs
endif
ifeq ($(HOST_ARCH),ppc64le)
CUDA_SEARCH_PATH += $(CUDA_PATH)/lib64/stubs
endif
CUDALIB ?= $(shell find -L $(CUDA_SEARCH_PATH) -maxdepth 1 -name libcuda.so 2> /dev/null)
ifeq ("$(CUDALIB)","")
$(info >>> WARNING - libcuda.so not found, CUDA Driver is not installed. Please re-install the driver. <<<)
SAMPLE_ENABLED := 0
else
CUDALIB := $(shell echo $(CUDALIB) | sed "s/ .*//" | sed "s/\/libcuda.so//" )
LIBRARIES += -L$(CUDALIB) -lcuda
endif
endif
ALL_CCFLAGS += --threads 0 --std=c++11
INCLUDES += -I$(CUDA_PATH)/include
LIBRARIES += -lnvrtc
ifeq ($(SAMPLE_ENABLED),0)
EXEC ?= @echo "[@]"
endif
################################################################################
# Target rules
all: build
build: BlackScholes_nvrtc
check.deps:
ifeq ($(SAMPLE_ENABLED),0)
@echo "Sample will be waived due to the above missing dependencies"
else
@echo "Sample is ready - all dependencies have been met"
endif
BlackScholes.o:BlackScholes.cpp
$(EXEC) $(NVCC) $(INCLUDES) $(ALL_CCFLAGS) $(GENCODE_FLAGS) -o $@ -c $<
BlackScholes_gold.o:BlackScholes_gold.cpp
$(EXEC) $(NVCC) $(INCLUDES) $(ALL_CCFLAGS) $(GENCODE_FLAGS) -o $@ -c $<
BlackScholes_nvrtc: BlackScholes.o BlackScholes_gold.o
$(EXEC) $(NVCC) $(ALL_LDFLAGS) $(GENCODE_FLAGS) -o $@ $+ $(LIBRARIES)
$(EXEC) mkdir -p ../../../bin/$(TARGET_ARCH)/$(TARGET_OS)/$(BUILD_TYPE)
$(EXEC) cp $@ ../../../bin/$(TARGET_ARCH)/$(TARGET_OS)/$(BUILD_TYPE)
run: build
$(EXEC) ./BlackScholes_nvrtc
testrun: build
clean:
rm -f BlackScholes_nvrtc BlackScholes.o BlackScholes_gold.o
rm -rf ../../../bin/$(TARGET_ARCH)/$(TARGET_OS)/$(BUILD_TYPE)/BlackScholes_nvrtc
clobber: clean

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# BlackScholes_nvrtc - Black-Scholes Option Pricing with libNVRTC
## Description
This sample evaluates fair call and put prices for a given set of European options by Black-Scholes formula, compiling the CUDA kernels involved at runtime using NVRTC.
## Key Concepts
Computational Finance, Runtime Compilation
## Supported SM Architectures
[SM 3.5 ](https://developer.nvidia.com/cuda-gpus) [SM 3.7 ](https://developer.nvidia.com/cuda-gpus) [SM 5.0 ](https://developer.nvidia.com/cuda-gpus) [SM 5.2 ](https://developer.nvidia.com/cuda-gpus) [SM 5.3 ](https://developer.nvidia.com/cuda-gpus) [SM 6.0 ](https://developer.nvidia.com/cuda-gpus) [SM 6.1 ](https://developer.nvidia.com/cuda-gpus) [SM 7.0 ](https://developer.nvidia.com/cuda-gpus) [SM 7.2 ](https://developer.nvidia.com/cuda-gpus) [SM 7.5 ](https://developer.nvidia.com/cuda-gpus) [SM 8.0 ](https://developer.nvidia.com/cuda-gpus) [SM 8.6 ](https://developer.nvidia.com/cuda-gpus) [SM 8.7 ](https://developer.nvidia.com/cuda-gpus)
## Supported OSes
Linux, Windows, QNX
## Supported CPU Architecture
x86_64, ppc64le, aarch64
## CUDA APIs involved
### [CUDA Driver API](http://docs.nvidia.com/cuda/cuda-driver-api/index.html)
cuModuleGetFunction, cuMemAlloc, cuLaunchKernel, cuCtxSynchronize, cuMemFree, cuMemcpyDtoH, cuMemcpyHtoD
### [CUDA Runtime API](http://docs.nvidia.com/cuda/cuda-runtime-api/index.html)
cudaBlockSize, cudaGridSize
## Dependencies needed to build/run
[NVRTC](../../README.md#nvrtc)
## Prerequisites
Download and install the [CUDA Toolkit 11.6](https://developer.nvidia.com/cuda-downloads) for your corresponding platform.
Make sure the dependencies mentioned in [Dependencies]() section above are installed.
## Build and Run
### Windows
The Windows samples are built using the Visual Studio IDE. Solution files (.sln) are provided for each supported version of Visual Studio, using the format:
```
*_vs<version>.sln - for Visual Studio <version>
```
Each individual sample has its own set of solution files in its directory:
To build/examine all the samples at once, the complete solution files should be used. To build/examine a single sample, the individual sample solution files should be used.
> **Note:** Some samples require that the Microsoft DirectX SDK (June 2010 or newer) be installed and that the VC++ directory paths are properly set up (**Tools > Options...**). Check DirectX Dependencies section for details."
### Linux
The Linux samples are built using makefiles. To use the makefiles, change the current directory to the sample directory you wish to build, and run make:
```
$ cd <sample_dir>
$ make
```
The samples makefiles can take advantage of certain options:
* **TARGET_ARCH=<arch>** - cross-compile targeting a specific architecture. Allowed architectures are x86_64, ppc64le, aarch64.
By default, TARGET_ARCH is set to HOST_ARCH. On a x86_64 machine, not setting TARGET_ARCH is the equivalent of setting TARGET_ARCH=x86_64.<br/>
`$ make TARGET_ARCH=x86_64` <br/> `$ make TARGET_ARCH=ppc64le` <br/> `$ make TARGET_ARCH=aarch64` <br/>
See [here](http://docs.nvidia.com/cuda/cuda-samples/index.html#cross-samples) for more details.
* **dbg=1** - build with debug symbols
```
$ make dbg=1
```
* **SMS="A B ..."** - override the SM architectures for which the sample will be built, where `"A B ..."` is a space-delimited list of SM architectures. For example, to generate SASS for SM 50 and SM 60, use `SMS="50 60"`.
```
$ make SMS="50 60"
```
* **HOST_COMPILER=<host_compiler>** - override the default g++ host compiler. See the [Linux Installation Guide](http://docs.nvidia.com/cuda/cuda-installation-guide-linux/index.html#system-requirements) for a list of supported host compilers.
```
$ make HOST_COMPILER=g++
```
## References (for more details)