Python for Finance: Analyze Big Financial Data

(Elle) #1
Figure 8-6. Random number generation on GPU and CPU (factor = 10)

Now let’s consider a test series with a comparatively heavy workload. The largest random


number array is 400 MB in size:


In  [ 111 ]:    %%time
factor = 5000
cuda_times, cpu_times = time_comparsion(factor)
Out[111]: Bytes of largest array 400040000
CPU times: user 22 s, sys: 3.52 s, total: 25.5 s
Wall time: 25.4 s

For heavy workloads the GPU clearly shows its advantages, as Figure 8-7 impressively


illustrates:


In  [ 112 ]:    plot_results(cpu_times, cuda_times, factor)

Figure 8-7. Random number generation on GPU and CPU (factor = 5,000)
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