Platforms · Measurement record

Recordh200-2026-11-05Outputs validatedFixed

NVIDIA H200

Measured on 5 November 2026 on one GPU, with the published method. 26 double-precision measurements of the tuned code for this platform: five launches each, every launch recorded.

One whole GPU, on the 96 host threads of its memory node. Default power limit, ECC on, clocks not locked.

  • Published method
  • Run and checked by Xcelerit
  • Suite version: November 2026 round
  • Double precision
Accelerator
NVIDIA H200
Power limit
700 W
Driver
595.91.07
Host CPU
Intel Xeon 5th gen (Emerald Rapids), 2 × 48 cores, 192 threads
Host memory
2,015 GiB
Operating system
Ubuntu 24.04.5 LTS
Compiler
CUDA 12.9.1, sm_90
Libraries
cuRAND

Results at a glance

The sizes the results rank at. Time is the mean of the middle three of five launches; throughput is the problem size over that time (Black-Scholes: options × 100 passes, the work of one call). Sizes in K and M are binary (1K = 1,024); throughput is per second, in decimal units. Tuned code: tuned for this chip under the same rules. Select a row to see the launches behind it.

WorkloadSizeTime (ms)Throughput (per s)EnergyWithin-launch CILaunch spread
Swaption portfolio, LMM1,024K paths16.2964,372,8962.003 Wh/bn±0.15%0.01%Inspect
Barrier options, Monte Carlo16,000 options10.601,509,0710.08987 Wh/M±1.00%0.51%Inspect
American options, binomial lattice512K options304.671,720,83757.39 Wh/bn±0.97%0.82%Inspect
European options, Black-Scholes formula128M options290.2646,240,043,2762.426 Wh/tn±0.51%0.74%Inspect
All 26 measurements
WorkloadCodeSizeTime (ms)Within-launch CILaunch spreadAverage warm calls per launch
Swaption portfolio, LMMTuned code16K0.609±0.78%0.54%6,574
Swaption portfolio, LMMTuned code32K0.662±0.85%0.44%4,303
Swaption portfolio, LMMTuned code64K1.175±0.50%0.29%2,350
Swaption portfolio, LMMTuned code128K2.281±0.73%0.28%985
Swaption portfolio, LMMTuned code256K4.380±0.63%0.64%982
Swaption portfolio, LMMTuned code512K8.334±0.36%0.20%241
Swaption portfolio, LMMTuned code1,024K16.289±0.15%0.01%123
Swaption portfolio, LMMTuned code2,048K31.837±0.18%0.03%63
Barrier options, Monte CarloTuned code2,0001.948±1.00%1.81%21,952
Barrier options, Monte CarloTuned code4,0003.074±1.00%0.62%13,235
Barrier options, Monte CarloTuned code8,0005.562±1.00%0.83%6,702
Barrier options, Monte CarloTuned code16,00010.603±1.00%0.51%3,571
Barrier options, Monte CarloTuned code32,00020.411±1.00%0.71%1,550
American options, binomial latticeTuned code16K10.125±1.00%0.21%1,823
American options, binomial latticeTuned code32K19.776±1.00%0.41%755
American options, binomial latticeTuned code64K38.935±1.00%0.18%343
American options, binomial latticeTuned code128K76.518±1.00%0.39%105
American options, binomial latticeTuned code256K152.330±0.88%0.49%32
American options, binomial latticeTuned code512K304.670±0.97%0.82%26
American options, binomial latticeTuned code1,024K605.337±0.62%0.38%10
American options, binomial latticeTuned code2,048K1,241.156±0.67%0.31%10
European options, Black-Scholes formulaTuned code, pinned host memory16M37.668±1.00%0.67%964
European options, Black-Scholes formulaTuned code, pinned host memory32M73.470±0.99%1.21%151
European options, Black-Scholes formulaTuned code, pinned host memory64M145.291±0.99%0.06%29
European options, Black-Scholes formulaTuned code, pinned host memory128M290.263±0.51%0.74%21
European options, Black-Scholes formulaTuned code, pinned host memory256M580.075±0.25%0.09%10

Outputs validated before speed

A time only counts if the output is right. At every problem size, the option price the tuned code computes is validated against the reference implementation's on the same machine.

WorkloadAgainst the reference codeResult
Swaption portfolio, LMMWithin 0.78% at 128K paths, on this platform's own random-number generatorPass
Barrier options, Monte CarloWithin 0.18% at 32,000 options, on this platform's own random-number generatorPass
American options, binomial latticeIdentical to double precisionPass
European options, Black-Scholes formulaIdentical to double precisionPass

Binomial and Black-Scholes are deterministic: the tuned code gives the reference code's prices. Monte Carlo: on GPUs the barrier and LMM codes generate their random numbers differently, so their prices differ only by sampling: within 4 standard errors of the reference implementation's, and fed the same random numbers they agree with the reference implementation's to within 1e-9 (relative).

Every launch behind one measurement

Pick a workload and a size. Each dot is one launch: the mean of its warm calls, run until the 95% confidence interval was within ±1% or until the call limit. The fastest and slowest launch are dropped and the middle three averaged into the result.

Zoom: drag a box on the chart or use the slider under it; reset brings it back.

Warm call, launch keptWarm call, launch droppedResult
LaunchWarm callsWarm mean (ms)Range (ms)Used

How time grows with the problem

Time against size on log scales, for every size measured. The dashed line is perfect linear scaling from the smallest size: points under it mean the machine was not yet full at small sizes.

What the record holds

The measurement record behind this page: every launch, the machine and the output validation, and the results as a table.

Full record (JSON) Results (CSV)

Free to cite with attribution: Xcelerit Finance Benchmarks, record h200-2026-11-05.

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