I see one potential issue:
b_gpu = cuda.mem_alloc(len(h_OptionData))
You probably mean len(h_OptionData)*numpy.dtype(numpy.float32).itemsize,
which is a long way of saying len(h_OptionData)*4.
Word of advice: Use gpuarrays. Less foot-shooting potential.
Andreas
On Mittwoch 29 April 2009, Raefer Gabriel wrote:
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
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