Intel 5600 Series "Westmere EP" Xeons
Posted on: 03/16/2010 08:27 PM

Black Scholes Kernel v5.0

In 1973, Black and Scholes developed a model for estimating the value of a stock option, which has been refined over the years to remove several assumptions, thus making techniques based on the model very accurate. Today, financial analysts rely on algorithms based on the Black and Scholes technique to determine the price of a stock option.

This benchmark constitutes of a kernel that implements a derivative of the Black and Scholes technique. The code was developed at SunGard, and utilizes a continuous fraction technique, which is more accurate than the more traditional polynomial approximation technique.

The workload for this benchmark comes in the form of loop iterations internal to the code. The number of steps used in calculating option price, is set to 1e8 (100,000,000) by default. This value can be changed via command line parameter. The number of threads to use can also be specified as a command line parameter.

Black Scholes Kernel - Westmere

The Black & Scholes Kernel has always scaled well, and this time is no exception. The W5590 is 49% slower with its 50% fewer cores.

Black Scholes Kernel v5.0 Power - Usage and PPW

Black Scholes Kernel Power Usage - Westmere

Black Scholes Kernel PPW - Westmere

Euler3d CFD Benchmark v2.2

The benchmark testcase is the AGARD 445.6 aeroelastic test wing. The wing uses a NACA 65A004 airfoil section and has a panel aspect ratio of 1.65, taper ratio of 0.66, and a quarter-chord sweep angle of 45 deg. This AGARD wing was tested at the NASA Langley Research Center in the 16-foot Transonic Dynamics Tunnel and is a standard aeroelastic test case used for validation of unsteady, compressible CFD codes.

The CFD grid contains 1.23 million tetrahedral elements and 223 thousand nodes . . . . The benchmark executable advances the Mach 0.50 AGARD flow solution. A benchmark score is reported as a CFD cycle frequency in Hertz.

Euler3d CFD Bench - Westmere

Euler3d also scales pretty well as the new Westmere EP Xeons best the Nehalem EP Xeons in this test by 39%.

Euler3d CFD Benchmark v2.2 Power - Usage and PPW

Euler3d CFD Bench Power Usage - Westmere

Euler3d CFD Bench PPW - Westmere

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