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24 lines
736 B
Plaintext
24 lines
736 B
Plaintext
[./binomialOptions_nvrtc] - Starting...
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Generating input data...
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Running GPU binomial tree...
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> Using CUDA Device [0]: NVIDIA H100 PCIe
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> Using CUDA Device [0]: NVIDIA H100 PCIe
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> GPU Device has SM 9.0 compute capability
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Options count : 1024
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Time steps : 2048
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binomialOptionsGPU() time: 3021.375000 msec
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Options per second : 338.918539
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Running CPU binomial tree...
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Comparing the results...
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GPU binomial vs. Black-Scholes
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L1 norm: 2.216577E-04
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CPU binomial vs. Black-Scholes
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L1 norm: 9.435265E-05
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CPU binomial vs. GPU binomial
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L1 norm: 1.513570E-04
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Shutting down...
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NOTE: The CUDA Samples are not meant for performance measurements. Results may vary when GPU Boost is enabled.
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Test passed
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