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XAD HACKATHON: RGB TEAM #143

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TmcTrevor
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@TmcTrevor TmcTrevor commented Nov 15, 2024

Description

Replace the STD::VECTOR with our custom vector FT::VECTOR to enhance performance

Type of change

  • New feature (non-breaking change which adds functionality)

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CLAassistant commented Nov 15, 2024

CLA assistant check
All committers have signed the CLA.

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github-actions bot commented Nov 16, 2024

Test Results

    29 files      29 suites   14m 42s ⏱️
 1 331 tests  1 331 ✅ 0 💤 0 ❌
48 397 runs  48 397 ✅ 0 💤 0 ❌

Results for commit e16054c.

♻️ This comment has been updated with latest results.

@auto-differentiation-dev
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auto-differentiation-dev commented Nov 16, 2024

Results:

App Reference Optimised Improvement
Monte-Carlo Swaption Pricer (App 1) 13.333s 14.336s -7.523%
Bermudan Swaption Pricer (App 2) 31.97624ms 32.948355ms -3.040%
QuantLib Overhead (App 3) 4041362us 3740856us 7.436%

@raneamri
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At a quick glance, it seems you might need to include the .hpp files in /tools/ to the CMakeLists.txt in src in order for it to compile and pass CI/CD:

set(public_headers
    XAD/BinaryDerivativeImpl.hpp
    ...
    XAD/tools/Vectors.hpp
    # generated files
    ${CMAKE_CURRENT_BINARY_DIR}/XAD/Version.hpp
    ${CMAKE_CURRENT_BINARY_DIR}/XAD/Config.hpp
)

@Mouad-El-Asri Mouad-El-Asri closed this by deleting the head repository Nov 17, 2024
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5 participants