Nehalem: Xeon Gets Core i7 Upgrade
Posted on: 03/29/2009 05:00 AM

Black & Scholes Kernel x64
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 reason why the Black & Scholes kernel makes for such a good benchmark is because it is a real world application that is completely scalable. If you have two or thirty-two processors (or cores), it doesn't matter. All that is required is to specify the number of threads and the number of steps and let it run.

I bumped up the steps used in calculating the option price from the default of 100,000,000 to 1,000,000,000 to increase the run time of the test.

Another decent win for Nehalem. Why do I feel like I'm going to run out of ways to say that before this review is finished?

Power Useage

I'm not going to provide too much commentary on the power graphs on subsequent pages because, once you figure out what's going on, they are pretty self explanatory. I'll also point out things that are important to note, or just really impressive.


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.
I'm always looking to add more tests to the 2CPU arsenal, but most of the Computational Fluid Dynamics (CFD) software comapnies are reluctant to provide their (very expensive) software for testing purposes. CFD is very big in the HPC market, so when I saw that there was a free, scalable benchmark based on STARS (one of the big players in the CFD world) I was quick to integrate it into the test suite.

I've noted in previous articles that Euler3d seems to be memory bandwidth limited, so I guess it is no surprise that the additional memory bandwidth provided by QPI almost doubles the Nehalem system's performance over the Harpertown system with this workload.

Power Useage


Doubling the speed in this test compounds the benefits of the Nehalem system's already lower power consumption.

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