Intel Woodcrest Performance Preview
Posted on: 05/17/2006 05:00 AM

Black & Scholes Kernel
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.
The Black Scholes kernel benchmark is one that Jim and I were turned onto by the guys at Intel. The reason why it makes such a good benchmark is because it is a real world application and it is completely scalable. If you have two or thirty-two processors, it doesn't matter. Just specify the number of threads and the numbers of steps and have at it. We did have a few problems initially with the application that Intel provided as it would not run on our 64-bit operating systems at all. Luckily the good folks at Intel also provided us with the source code, and with a little help from our IRC/forum personality "AssKoala", we now have our very own 64-bit native binary (optimized and compiled in Visual Studio 2005 with the default Microsoft compiler).

This is the first real-world benchmark that I am presenting in this article, but in my actual testing, it was the last test I ran. Woodcrest's performance is good, but it is outclassed by the Dempsey and Opteron systems. After you see the rest of the performance tests in this article you'll understand why my red flag went up. After some discussion with the people at Intel, the thought was that maybe our compiler options are the culprit. It was suggested to me that recompiling our kernel for a Pentium III target would likely yield higer performance on Woodcrest. It should also be noted that the Opteron performance would likely increase with the new kernel as well.

I'll be exploring compiler options in the near future, but for now I'm presenting these numbers at face value. The kernel used was consistent for all systems, and as such, it represents a valid, if not "performance optimized" comparison.

Cinebench 64-bit Preview
CINEBENCH is the free benchmarking tool for Windows and Mac OS based on the powerful 3D software CINEMA 4D. The tool is set to deliver accurate benchmarks by testing not only a computer's raw processing speed but also all other areas that affect system performance such as OpenGL, multithreading, multiprocessors and Intel's new HT Technology.

CINEBENCH includes render tasks that test the performance of up to 16 multiprocessors on the same computer as well as software-only shading tests and OpenGL shading tests on huge numbers of animated polygons that will push any computer to its limits.
Cinebench has always been one of my favorite benchmarks, and now it's available in native, non-beta 64-bit!

In the Intel camp, Woodcrest completely out-classes its predecessors. The Opterons put on a stellar performance in CINEBENCH, but even they are no match for Woodcrest.

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