![]() ![]() SYCLomatic and Intel DPC++ Compatibility Tool are one-time migration utilities for migrating existing CUDA code to SYCL. Sneak Peek at SYCLomatic and Intel® DPC++ Compatibility Tool Being able to buyīefore diving deeper into the code sample, let us look at the migration tools and Black-Scholes formula. It helps individual banks and companies in the quantitative finance sector to mitigate the risks of fluctuations in currency value. The Intel DPC++ Compatibility Tool and its open source counterpart SYCLomatic tool automatically migrate your CUDA code to C++ with SYCL.Ĭall price predictions help active traders to have substantial gains if the stock price rises. Migrating your CUDA code to SYCL lets you take advantage of data-parallel programming, code reusability, and performance portability. The sample estimates a fair call price for a given set of European call options using Monte Carlo simulation and compares it with that computed analytically using the Black-Scholes formula. Similar migration can also be performed with the Intel® DPC++ Compatibility Tool from the Intel® oneAPI Base Toolkit (Base Kit). ![]() ![]() This blog will discuss an interesting Monte Carlo Multi-GPU code sample that migrates NVIDIA*’s CUDA code sample to SYCL using the SYCLomatic tool. The SYCL* programming framework provides an open, standard, multiarchitecture, and multi-vendor alternative to the proprietary, vendor-locked CUDA* solutions. Easy Code Migration with SYCLomatic and Intel® DPC++ Compatibility Tool ![]()
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