Code

Add CUDA demos#1139

Code

Merged

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

  committed
  f895ad6

• Improve BlackScholes demo's clarity

  kchristin22

  committed
  e45932b

• Clarify the changes made to the original file

  kchristin22

  committed
  6f4379f

• Improve sqrtT assignment

  kchristin22

  committed
  4a3140d

• Add launch_bounds attr to kernel

  kchristin22

  committed
  363b7d3

• Add specification for change made in CPU code

  kchristin22

  committed
  5cd5dc4

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

  kchristin22

  committed
  10a4d27

• Fix format

  kchristin22

  committed
  7acf1b2

• Add most of the original print statements of the demo

  kchristin22

  committed
  b516dbb

• Move verify gradient functions to another helper file

  kchristin22

  committed
  7e81211

• Fix format

  kchristin22

  committed
  3349476

• Fix typo

  kchristin22

  committed
  d7521c3

• Fix format

  kchristin22

  committed
  7fcd139

• Add missing print statements in function to hand to Clad

  kchristin22

  committed
  2ca1f5f

• Add for loop for mutliple iters of GPU kernel

  kchristin22

  committed
  11183f4

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

  kchristin22

  committed
  fa41bff

• Update disclaimer with timer note

  kchristin22

  committed
  c47d685

• Add put option execution and deallocation of derivatives again

  kchristin22

  committed
  b8d7c1c