Code

Add CUDA demos#1139

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vgvassilev merged 18 commits intovgvassilev:mastervgvassilev/clad:masterfrom kchristin22:cuda-demoskchristin22/clad:cuda-demosCopy head branch name to clipboardNov 22, 2024

+3,588

Commits

Commits on Nov 22, 2024

• Add CUDA Black-Scholes demo

  kchristin22

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  f895ad6

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• Improve BlackScholes demo's clarity

  kchristin22

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  e45932b

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• Clarify the changes made to the original file

  kchristin22

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• Improve sqrtT assignment

  kchristin22

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• Add launch_bounds attr to kernel

  kchristin22

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• Add specification for change made in CPU code

  kchristin22

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• Add CUDA builtins in different file and keep BlackScholes.cuh same as original

  kchristin22

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  10a4d27

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• Fix format

  kchristin22

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• Add most of the original print statements of the demo

  kchristin22

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• Move verify gradient functions to another helper file

  kchristin22

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• Fix format

  kchristin22

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• Fix typo

  kchristin22

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  d7521c3

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• Fix format

  kchristin22

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• Add missing print statements in function to hand to Clad

  kchristin22

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  2ca1f5f

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• Add for loop for mutliple iters of GPU kernel

  kchristin22

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• Keep changes close together and move CPU function call to main

  kchristin22

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• Update disclaimer with timer note

  kchristin22

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• Add put option execution and deallocation of derivatives again

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