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gpu-computing

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cyrilchim
cyrilchim commented Sep 11, 2019

Formulas for pricing a Barrier option under Black-Scholes model is of interest. (See, e.g., Section 26.9 of Hull(2018), Options, Futures, and Other Derivatives, 9th edition).

The module implementing this method should live under tf_quant_finance/volatility/barrier_option.py. It should support both puts (up-and-in put, down-and-out put) and calls (down-in call, up-and-out call). Tests should be

tmcdonell
tmcdonell commented Jan 15, 2018

The standard accelerate test suite, used by all the backends, can be quite slow. Several of the tests are significantly slower than the others, for example segmented folds and scans, which I believe is because the reference implementations are very inefficient. Writing some more efficient reference implementations (e.g. using Data.Vector.Unboxed) should help speed things up.

Theverat
Theverat commented Feb 19, 2020

The current behaviour of glossy and glossycoating is to behave like matte on the backface.
I can't think of a good reason for this, and it is very confusing for users, so I would like to request to rework these materials to show their coating on both front and back faces.

(intended for v2.4)


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Anton-Le
Anton-Le commented Mar 4, 2020

Currently the output at runtime produces, for instance, the following:

PIConGPUVerbose PHYSICS(1) | Courant c*dt <= 1.66765 ? 1
PIConGPUVerbose PHYSICS(1) | species e: omega_p * dt <= 0.1 ? 3.56797e-08

The way the output is formatted I interpret it as a "question to the code", i.e., "Is c*dt <= ?" To which a natural answer would be "Yes/No" or "True/False" and not

Nelson-Gon
Nelson-Gon commented May 5, 2019

I have discovered this package and being a new user went straight to the docs to see how to use each of these functions. I tried as.gpuMatrix and naturally would think as..... is converting whatever I give it to a gpuMatrix so I tried:

gpuR::as.gpuMatrix(c(1:3),"vector")

This results in:

Error in (function (classes, fdef, mtable) :
unable to find an inherited method for

eyalroz
eyalroz commented Jan 20, 2020

In the array example program, we're copying data into arrays and from arrays. While we're checking the CUDA runtime API return values, we're not checking that the copying results in the expected data. We may be printing information from which it's possible to deduce that, but not actually checking.

Let's do that... @codecircuit ?

BlendLuxCore
Theverat
Theverat commented Jan 16, 2020

This would make it easier for new users to find the denoised result.
Also better compatibility with Cycles compositing node trees.

Would be nice to implement #251 at the same time so the user can still see progress in endless render mode.


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emrdig
emrdig commented Jul 26, 2018

It seems that there is a bug with the call to gpufit within Matlab when including the user_info parameter. Using the included linear_1d model (which utilizes the user_info parameter), I created a simple program in Matlab to model the equation y=x from x=0 to x=10 and called gpufit on the data. This should return the parameters 0 and 1, but results in 4.3467 and 0.8711 instead.

Additionally, if

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