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This repository was archived by the owner on Sep 16, 2026. It is now read-only.
This repository was archived by the owner on Sep 16, 2026. It is now read-only.

The performance multipliers for binomial put in the readme.md file for options_pricing are incorrect. #361

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@pbrubaker

It looks like the speedup multipliers for par_simd, ispc and ispc+tasks are incorrect given the execution time.

par_simd should be 7.37x
ispc should be 2.55x
ispc+tasks should be 5.09x.

And par_simd is 1.45x faster than ispc+tasks.

Also, have you since repeated these benchmarks with newer versions of the ispc compiler? Currently the setup_benchmarks.sh is pointing to 1.9.2 on LLVM 5 which was released almost 7 years ago. We are now at 1.23.0 on LLVM 16. Performance is quite a bit better as we've made improvements. These days ispc is often beating intrinsics implementations.

I'd be curious to see the results with a new compiler binary.

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