Benchmark¶
Application Scenario¶
The application scenarios are provided for each case. User could find details in Profiling section under each case’s benchmark description page.
Performance¶
For representing the resource utilization in each benchmark, we separate the overall utilization into 2 parts, where P stands for the resource usage in platform, that is those instantiated in static region of the FPGA card, as well as K represents those used in kernels (dynamic region). The input is matrix, and the target device is set to Alveo U250.
| Architecture | Kernels | Latency(s) | Timing | LUT(P/K) | BRAM(P/K) | URAM(P/K) | DSP(P/K) | ||
|---|---|---|---|---|---|---|---|---|---|
| MCEuropeanEngine(U250) | 4 | 25.94 | 300MHz | 108.1K/21.1K | 178/127 | 0/20 | 4/2 | ||
| MCAmericanEngineMultiKernel(U250) | 3 | 1.811 | 280MHz | 101.7K/101.5K | 165/387 | 0/112 | 4/3 | ||
| TreeEngine(U250) | TreeCallableEngineHWModel | 1 | 3.484 | 275MHz | 101.7K/160.5K | 165/523.5 | 0/110 | 4/6 | |
| TreeCapFloorEngineHWModel | 1 | 3.484 | 275MHz | 101.7K/160.5K | 165/523.5 | 0/110 | 4/6 | ||
| TreeSwapEngineHWModel | 1 | 3.484 | 275MHz | 101.7K/160.5K | 165/523.5 | 0/110 | 4/6 | ||
| TreeSwaptionEngineBKModel | 1 | 3.484 | 275MHz | 101.7K/160.5K | 165/523.5 | 0/110 | 4/6 | ||
| TreeSwaptionEngineCIRModel | 1 | 3.484 | 275MHz | 101.7K/160.5K | 165/523.5 | 0/110 | 4/6 | ||
| TreeSwaptionEngineECIRModel | 1 | 3.484 | 275MHz | 101.7K/160.5K | 165/523.5 | 0/110 | 4/6 | ||
| TreeSwaptionEngineG2Model | 1 | 3.484 | 275MHz | 101.7K/160.5K | 165/523.5 | 0/110 | 4/6 | ||
| TreeSwaptionEngineHWModel | 1 | 3.484 | 275MHz | 101.7K/160.5K | 165/523.5 | 0/110 | 4/6 | ||
| TreeSwaptionEngineVModel | 1 | 3.484 | 275MHz | 101.7K/160.5K | 165/523.5 | 0/110 | 4/6 | ||
| SVD(U250) | 1 | 0.000196 | 300MHz | 101.7K/40.3K | 165/9 | 0/0 | 4/126 | ||
These are details for benchmark result and usage steps.
Test Overview¶
Here are benchmarks of the Vitis Quantitative_Finance Library using the Vitis environment.
Vitis Quantitative_Finance Library¶
- Download code
These quantitative_finance benchmarks can be downloaded from vitis libraries master branch.
git clone https://github.com/Xilinx/Vitis_Libraries.git cd Vitis_Libraries git checkout master cd quantitative_finance
- Setup environment
Specifying the corresponding Vitis, XRT, and path to the platform repository by running following commands.
source /opt/xilinx/Vitis/2021.1/settings64.sh source /opt/xilinx/xrt/setup.sh export PLATFORM_REPO_PATHS=/opt/xilinx/platforms