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Quantitative Finance · Begrippenlijst

Wat is SIMD, vector instruction?

Ook bekend als: SIMD · vector instruction

Definition 14.1 Low-Latency Software · Hoofdstuk 14 — Vector Instructions and Data-Parallel Code

SIMD (single instruction, multiple data) is the execution of one operation on several data elements at once. A vector instruction is such an operation on a vector register holding several elements side by side: on x86-64, 16-byte xmm registers (SSE2, part of every x86-64 processor), 32-byte ymm registers (AVX2) and, on processors that have it, 64-byte zmm registers (AVX-512).

Finding the field delimiters of a FIX message with one comparison of 32 bytes. The byte | stands for the SOH delimiter (byte 1). The comparison sets a byte to all ones where the message equals the delimiter; the mask instruction collects one bit per byte; counting trailing zeros gives each position in turn.
Figure 14.1. Finding the field delimiters of a FIX message with one comparison of 32 bytes. The byte | stands for the SOH delimiter (byte 1). The comparison sets a byte to all ones where the message equals the delimiter; the mask instruction collects one bit per byte; counting trailing zeros gives each position in turn.
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