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Quantitative Finance · शब्दावली

Thread divergence क्या है?

Definition 14.2 Research, Data and Risk Platforms · अध्याय 14 — Accelerators for Quantitative Work

Thread divergence happens when threads that execute in lockstep take different branches: the group runs each branch in turn with the threads not on it idle, so code with data-dependent branches (early exercise, barrier checks, path-dependent payoffs with many cases) runs at a fraction of the device’s rate.

Where the time goes when work moves to a device. The device’s memory is 140 times faster than what one core of the laptop reaches, but inputs and results cross a link slower than either memory, and every request pays a fixed launch and synchronisation cost L (the chapter assumes 10 microseconds).
Figure 14.1. Where the time goes when work moves to a device. The device’s memory is 140 times faster than what one core of the laptop reaches, but inputs and results cross a link slower than either memory, and every request pays a fixed launch and synchronisation cost LL (the chapter assumes 10 microseconds).
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