[parsec-users] Question about swaptions output

Matt Sinclair msinclair at wisc.edu
Mon May 3 11:11:10 EDT 2010


Hi Chris,

Thanks for getting back to me!  Is there a fix I could put in
temporarily into 2.1?  Or when will the next release of PARSEC be
coming out?

Thanks,
Matt

On Mon, May 3, 2010 at 10:06 AM, Christian Bienia
<cbienia at cs.princeton.edu> wrote:
> Hi Matt,
>
> This is expected and has already been changed for the next version of
> PARSEC.
>
> Best,
> Chris
>
>
> -----Original Message-----
> From: parsec-users-bounces at lists.cs.princeton.edu
> [mailto:parsec-users-bounces at lists.cs.princeton.edu] On Behalf Of Matt
> Sinclair
> Sent: Monday, May 03, 2010 10:40 AM
> To: parsec-users at lists.cs.princeton.edu
> Subject: [parsec-users] Question about swaptions output
>
> Hello list,
>
> I have a question regarding the output of swaptions.  I have tried
> running swaptions on several different machines, for all of the
> different input sizes (test, simdev, ..., native), but regardless of
> input, I am finding that the answer for each swaption (0 --> 128 for
> native, 0 --> 3 for simdev, etc.) are the same.  By the same, I mean
> swaption[0] = swaption[1] = ... = swaption[N-1] for that particular
> test (not that the answers are the same for simdev and native).  I
> looked through the code to see why this might be occurring, and the
> conclusion I reached is that it must be because the worker() function
> uses a constant value as the seed for all threads:
>
>  for(int i=beg; i < end; i++) {
>        int iSuccess = HJM_Swaption_Blocking(pdSwaptionPrice,
>
> swaptions[i].dStrike,
>
> swaptions[i].dCompounding,
>
> swaptions[i].dMaturity,
>
> swaptions[i].dTenor,
>
> swaptions[i].dPaymentInterval,
>
> swaptions[i].iN,
>
> swaptions[i].iFactors,
>
> swaptions[i].dYears,
>
> swaptions[i].pdYield,
>
> swaptions[i].ppdFactors,
>                                                                 100, // **
> iRndSeed set to 100 for all threads
>                                                                 NUM_TRIALS,
>                                                                 BLOCK_SIZE,
>                                                                 0,
>                                                                 gpuPdZ,
>                                                                 gpuRandZ);
>      ...
>  }
>
> I looked through the archive and did not find this issue posted
> previously, so I wanted to ask if this is expected?  Thanks for any
> help you may be able to provide!
>
> Regards,
> Matt Sinclair
> University of Wisconsin-Madison
> College of Engineering, ECE Dept.
> Vertical Research Group
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