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23 lines
655 B
Plaintext
23 lines
655 B
Plaintext
[./binomialOptions] - Starting...
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GPU Device 0: "Hopper" with compute capability 9.0
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Generating input data...
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Running GPU binomial tree...
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Options count : 1024
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Time steps : 2048
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binomialOptionsGPU() time: 2.081000 msec
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Options per second : 492071.098457
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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: 2.220214E-04
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CPU binomial vs. Black-Scholes
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L1 norm: 2.220922E-04
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CPU binomial vs. GPU binomial
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L1 norm: 7.997008E-07
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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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