Urgent help needed!

I’ve been looking at the monte carlo based simulation example and I was wondering how much faster was running it in CUDA than on a CPU?

I haven’t been able to get a Geforce 8 yet and trying to compare the 80Million sample example (that’s in the documentation) with a CPU example takes an age!

Does anyone have any results for this or know of a rough speedup?

Cheers,

Chris

./MonteCarlo

Generating random options…
Data init done.
Loading GPU twisters configurations…
RandomGPU()…
Generated samples : 80003072
RandomGPU() time : 32.442001
Samples per second: 2.466034E+09
BoxMullerGPU()…
Transformed samples : 80003072
BoxMullerGPU() time : 25.790001
Samples per second : 3.102097E+09
Starting Monte-Carlo simulation…
Options count : 128
Simulation paths : 80000000
Total GPU time : 1344.793945
Options per second : 9.518187E+01
L1 norm: 1.610704e-05
Average reserve: 4.096417
TEST PASSED

Thank you,

Is there any chance that someone could run me these results for 1000000 simulaiton paths? I’m trying to decide between an FPGA and GPU results.

Chris