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Floating Point Benchmarks

xcelerit, Benchmarks: Ivy Bridge vs, Sandy Bridge for Financial Analytics, here. Folks are reporting that the performance jump from Sandy Bridge to Ivy Bridge on this MC code is mostly explained by the increased core count   12/8 =1.5. It is a little uncomfortable not knowing how the code is compiled but the relative figures make sense also in light of the fact that Sandy Bridge and Ivy Bridge have the same AVX architecture 8 DP FLOPS/cycle. This will change dramatically with Haswell AVX2 and FMA which should double the flops per cycle on a suitable MC code while keeping the core count flat to Ivy Bridge.

The table below shows the speedups for different numbers of paths, comparing the Ivy-Bridge processor vs. the Sandy-Bridge processor:

Paths Speedup Ivy-Bridge vs. Sandy-Bridge
64K 1.15x
128K 1.25x
256K 1.34x
512K 1.4x
1,024K 1.48x

As can be seen, the Ivy-Bridge processor gains significantly compared to the Sandy-Bridge, reaching 1.5x speedup for high numbers of paths. This is in line with the increase in the number of cores from 8 to 12 per chip. The benefits of the new Ivy-Bridge for financial Monte-Carlo applications can be clearly seen here.

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