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Re: Financial Software Performance Benchmarking

by Klaus Spanderen-2 :: Rate this Message:

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Hi Jace,

please find attached a first draft of a modified version of the QuantLib
benchmark. This version now supports the following command line arguments

 --large  : runs each benchmark multiple times (20). In the future this could
also enable "larger" (in term of memory usage) versions of some benchmarks.

 --nprocs=<#processes>: starts a master process waiting for #processes-1
childs to join to run the benchmarks in parallel.

 --child : starts a child process.

The master reports the performance of the sum of all processes. E.g. on a Unix
machine

./quantlib-benchmark --large --nprocs=2 & ./quantlib-benchmark --large --child

starts a "large" benchmark with two processes (running the benchmark suite
twice).

This version uses boost::interprocess to synchronize the processes and to
calculate the overall performance. Therefore you need to have at least
boost-1-35 installed. (I haven't had the time to check the program on a
Windows box but it should work as well.)
 
regards
 Klaus


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