GPU Implementation of Finite Difference Solvers
High Performance Computational Finance（2014）
关键词
finite difference methods,graphics processing units,mathematics computing,partial differential equations,AVX vectorisation,GPU implementation,Haswell Intel Xeon processor,Sandy Bridge processor,finite difference solvers,graphics processing unit,hybrid Thomas-PCR algorithm,implicit time-marching methods,multithreading,one-factor PDE model,partial differential equations,registers,shuffle instructions,three-factor PDE model,tridiagonal system,Computational finance, GPU computing, vectorisation, tridiagonal equations
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