MATLAB(Parallel Computing Toolbox) GPU Hesaplama Örneği – Monte Carlo Simülasyonu

MATLAB(Parallel Computing Toolbox) GPU Hesaplama Örneği – Monte Carlo Simülasyonu


close all; clear all
N = 1e8;
gpu = gpuDevice
for pass = 1:2
disp(' ')
if (pass==1)
disp('Single precision:')
prec = 'single';
else
disp('Double precision:')
prec = 'double';
end
disp(' ')
disp('GPU')
for M = [1e5 1e6 1e7]
parallel.gpu.rng('default');
tic
e4 = 0;
for m = 1:M:N
n = min(M,N-m+1);
x = gpuArray.randn(1,n, prec);
e4 = e4 + sum(x.^4);
end
e4 = e4 / N;
wait(gpu); % ensure it has completed)
fprintf(' ave = %f, elapsed time = %f \n',e4,toc)
end
disp(' ')
disp('CPU')
for M = [1e4 1e5 1e6 1e7]
rng('default');
tic
e4 = 0;
for m = 1:M:N
n = min(M,N-m+1);
y = randn(1,n, prec);
e4 = e4 + sum(y.^4);
end
e4 = e4 / N;
fprintf(' ave = %f, elapsed time = %f \n',e4,toc)
end
end
disp(' ')
whos

Kaynak: http://people.maths.ox.ac.uk/gilesm/codes/matlab_gpu/mc.m

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