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Hackathon: DFDX #145

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Hackathon: DFDX #145

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jchakir
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@jchakir jchakir commented Nov 15, 2024

We removed std::fma from Tape.cpp based on our observation to profiling results with vtun.

We also assured explicit vectorization with double and float between Scalars.

We moved an if condition outside of the check_space function to it's caller blocks.

Jaouad Chakir added 3 commits November 16, 2024 00:00
Co-authored-by: Mohammed Berroukham [email protected]
Co-authored-by: Hamza Barrak [email protected]
Co-authored-by: Jawad Chakir [email protected]
Co-authored-by: Mohammed Berroukham [email protected]
Co-authored-by: Hamza Barrak [email protected]
Co-authored-by: Jawad Chakir [email protected]
Co-authored-by: Mohammed Berroukham [email protected]
Co-authored-by: Hamza Barrak [email protected]
Co-authored-by: Jawad Chakir [email protected]
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CLAassistant commented Nov 15, 2024

CLA assistant check
Thank you for your submission! We really appreciate it. Like many open source projects, we ask that you all sign our Contributor License Agreement before we can accept your contribution.
1 out of 2 committers have signed the CLA.

✅ auto-differentiation-dev
❌ Jaouad Chakir


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github-actions bot commented Nov 16, 2024

Test Results

    29 files      29 suites   14m 54s ⏱️
 1 319 tests  1 319 ✅ 0 💤 0 ❌
48 317 runs  48 317 ✅ 0 💤 0 ❌

Results for commit 5f2f0af.

♻️ This comment has been updated with latest results.

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Results:

App Reference Optimised Improvement
Monte-Carlo Swaption Pricer (App 1) 13.49s 10.505s 22.128%
Bermudan Swaption Pricer (App 2) 32.322835ms 33.752045ms -4.422%
QuantLib Overhead (App 3) 4042096ms 4400762ms -8.873%

@jchakir jchakir closed this by deleting the head repository Nov 17, 2024
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3 participants