STAC Report: STAC-A2 on Dell C6320p with KNL

Fastest time ever in both the baseline and large problem sizes

27 October 2016

STAC recently performed STAC-A2 Benchmark tests on a Dell PowerEdge C6320p compute node with an Intel Knights Landing processor. The STAC Report is now available here.

This stack consisted of the Intel STAC-A2 Pack for Composer XE (Rev I) on a single Dell PowerEdge C6320p node with 192GB of DRAM and an Intel® Xeon Phi™ 7290 (Knights Landing) Processor with 16GB of Multi-Channel DRAM, using a Red Hat Enterprise Linux release 7.3 (Beta).
 
STAC-A2 is the technology benchmark standard based on financial market risk analysis. Designed by quants and technologists from some of the world's largest banks, STAC-A2 reports the performance, scaling, quality, and resource efficiency of any technology stack that is able to handle the workload (Monte Carlo estimation of Heston-based Greeks for a path-dependent, multi-asset option with early exercise).

Comparing this system to other publicly reported systems, key results included:

  • Fastest result ever in warm runs of the baseline Greeks benchmark (STAC-A2.β2.GREEKS.TIME.WARM)
  • Fastest result ever in warm runs of the large Greeks benchmark (STAC-A2.β2.10-100k-1260.GREEKS.TIME.WARM), which was 43% faster than a 4 x Haswell system (INTC 150811) and 7% faster than the best time on a non-Intel Architecture system (IBM150305)
  • First project to report the new portfolio speed benchmark
  • First project to report the new energy- and space-efficiency benchmarks 

For details, please see the report at the link above. Premium subscribers also have access to the code used in this project and the micro-detailed configuration information for the solution. To learn about subscription options, please contact us.

About STAC News

Read the latest about research, events, and other important news from STAC.

Subscribe to notifications of research, events, and more.

(If you're a human, don't change the following field)
Your first name.
(If you're a human, don't change the following field)
Your first name.

Enter your email above, then click "Sign Up" to join the STAC mail list and (optionally) register to access materials on the site. Click for terms.