Hi all, I am trying to port the binomial options example from the CUDA SDK to pyCuda as a learning exercise primarily, and I seem to be getting incorrect results and am having trouble tracking down the problem. I am new to CUDA and pyCuda.
Source code is here (no external dependencies other than pycuda - I'm running Python 2.6 here on Ubuntu 9.04, and CUDA and pyCuda pass all included tests as working fine): http://www.alaricuscapital.com/pycuda-binomial.txt I know that the basic logic in the kernel is correct, since it is copied from the binomialOptions example in the SDK. However, I had to make a few minor tweaks to it - namely, instead of using static arrays, I am passing in the options input data as array arguments to the kernel, and I copied in some #defines from the header to make it compile smoothly. I have verified that this data I'm trying to pass is being received properly in the kernel, by changing the kernel's return values to match each of the input variables - so I am at least getting data to the function! And I verified my comparison function "binomialOptionFromProcessed" against a known-good implementation of European Call binomial option pricing from the pyFinancials library - they produce identical results for the same number of steps, so I know I didn't munge that up. However, they are clearly not producing consistent results. So the two possibilities seem to be that I'm doing something wrong in the pyCuda portion of my code that is mucking up my data down at the bottom of the binomialOptionsGPU function, or that in tweaking the kernel from the SDK I have broken something in the kernel (either because I replaced the static arrays, or something else). I was hoping for some guidance on this, at least to help me rule out stupid mistakes with how I am invoking pyCUDA so I can better focus my debugging efforts. Thanks in advance for any help! Raefer Gabriel _______________________________________________ PyCuda mailing list PyCuda@tiker.net http://tiker.net/mailman/listinfo/pycuda_tiker.net
