Recent content by cgorac

Why "academia and government" are not legit? Anyway... I can speak from my personal experience only. I recently completed a project for large Oil&Gas company, with critical parts of it written in Fortran - and it was not legacy code, but instead an implementation from scratch of numerical...

It was not mentioned that the person in question, that completed his master degree in computational math, is going to work in the quant finance domain, so your advice is not much meaningful - on the contrary, if he's going to specialize in any sort of applied math domain (like molecular...

Please find attached functions for Newton method (newton.m) and composite Simpson method (compositeSimpson.m), as well as corresponding test files (newton_test.m and compositeSimpson_test.m). As mentioned in comments, these simple scripts are written according to Burden & Faires "Numerical...

I guess previous poster had MATLAB Coder tool on his mind. I used this one sparingly. As with any source-to-source translator, it's hard to get maximum performance out of the generated code, and going for better performance is typically the main reason for considering translation. Still, MATLAB...

Oh, and: This formula is applicable for calculating speedups between configurations with one or more processors of the same type. Between completely different processors, it doesn't make sense - one just have to use absolute timings ratio; but I agree that in these cases speedup numbers are...

I suggest you get in touch with the article author for all the clarifications, I'm not particularly familiar with GPU implementation of ADI method. I cited the article mainly as you questioned the possibility of an ADI implementation on GPU, basing your reasoning only on SIMD/MIMD/...

Daniel Egloff, GPUs in Financial Computing Part III: ADI Solvers on GPUs with Application to Stochastic Volatiliy, Wilmott Magazine, March 2011, 51-53

When I mentioned that Pfister's blog post is rather old, it was sort of apology on his behalf - I guess he understood CUDA architecture better in the meantime, and that these days he wouldn't make factual errors like one I pointed in the excerpt you cited. Maybe I should have been more clear...

Have Mira chair for 4 years, I think. Don't know if you're interested in some specific details, but overall it's great chair, and I particularly like mesh material and design of the seat itself. Also, I'd say user reviews on Amazon page you linked above are spot on. (On the other side, my...

Right, and this is exactly why I mentioned the publication year in my previous post: even 8 years time ago, many parallel programming practitioners considered Flynn categorization obsolete. I claim that for GPU programming in particular, this categorization is not helpful in clarifying...

Indeed, thanks for the correction. I guess it was subconscious typo, as I find Michael J. Quinn work more useful exactly in the context that is discussed above - for example his book is great both as tutorial and reference for MPI (and, to some lesser extent, for OpenMP), but also surprisingly...

Never claimed that they are not important, I just said that they are completely and utterly irrelevant for serious number crunching work. Well: "Quant finance is a niche all to its self. It demands special skills and disposition. You have quant developer/analyst/whatever !=...

When I mentioned "re-hashing the obvious" above, I meant on patterns for parallel programming, not on design patterns in general. I remember when first reading GoF book, there was lots of new and valuable stuff for me in-there, but when skimming through Mattson book, it was all the time just...

Well, Laplace transform of given function is: (F(s)=\int_{0}^{\infty}\frac{e^{-st}}{(t+3)^2}dt) Through partial integration with: (u=e^{-s t},dv=\frac{1}{(t+3)^2}dt) this gives: (F(s)=\left.-\frac{e^{-s t}}{t+3}\right|_{0}^{\infty}-s\int_{0}^{\infty}\frac{e^{-s...

Let me Google Wolfram Alpha that for you: here.