Platforms · Measurement record

Recordturin-2026-11-05Outputs validatedFixed

AMD EPYC Turin

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

  • Published method
  • Run and checked by Xcelerit
  • Suite version: November 2026 round
  • Double precision
  • 2 measurements repeated on a second machine
Peak power (measured)
320 W per socket
Processors
AMD EPYC 9005 (Turin), 2 × 96 cores
Memory
375 GiB
Operating system
Ubuntu 24.04.5 LTS
Compiler
GCC 16.2 -O3 -ffast-math -fopenmp -march=znver5 -mprefer-vector-width=512
Libraries
oneMKL
Placement
OMP_PLACES=threads OMP_PROC_BIND=close, all threads

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 paths23.8543,966,1513.923 Wh/bn±1.00%3.63%Inspect
Barrier options, Monte Carlo16,000 options15.321,044,2090.171 Wh/M±0.73%0.46%Inspect
American options, binomial lattice512K options106.034,944,54535.89 Wh/bn±0.99%1.14%Inspect
European options, Black-Scholes formula128M options773.6317,348,996,75710.12 Wh/tn±0.75%0.56%Inspect
All 26 measurements
WorkloadCodeSizeTime (ms)Within-launch CILaunch spreadAverage warm calls per launchPublished fromOther machine (ms)
Swaption portfolio, LMMTuned code16K0.544±0.75%0.19%3,679––
Swaption portfolio, LMMTuned code32K0.872±0.85%1.27%2,748––
Swaption portfolio, LMMTuned code64K1.597±0.73%0.45%1,253––
Swaption portfolio, LMMTuned code128K2.999±0.90%1.50%1,927––
Swaption portfolio, LMMTuned code256K5.881±0.93%1.90%373––
Swaption portfolio, LMMTuned code512K11.948±1.00%3.29%300––
Swaption portfolio, LMMTuned code1,024K23.850±1.00%3.63%141––
Swaption portfolio, LMMTuned code2,048K50.113±0.94%0.52%128machine 2machine 1: 47.269 (-5.7%, launch spread 6.5%)
Barrier options, Monte CarloTuned code2,0002.134±0.74%0.19%938––
Barrier options, Monte CarloTuned code4,0004.015±0.69%0.14%499––
Barrier options, Monte CarloTuned code8,0007.808±0.82%0.34%256––
Barrier options, Monte CarloTuned code16,00015.323±0.73%0.46%131––
Barrier options, Monte CarloTuned code32,00030.508±0.55%0.19%66––
American options, binomial latticeTuned code16K3.459±0.63%0.27%579––
American options, binomial latticeTuned code32K6.701±0.73%0.34%299––
American options, binomial latticeTuned code64K13.225±0.93%0.91%161––
American options, binomial latticeTuned code128K26.554±1.00%0.64%123––
American options, binomial latticeTuned code256K52.643±0.99%0.57%49––
American options, binomial latticeTuned code512K106.034±0.99%1.14%36––
American options, binomial latticeTuned code1,024K211.774±0.96%0.31%14––
American options, binomial latticeTuned code2,048K421.141±0.60%0.71%10––
European options, Black-Scholes formulaTuned code16M54.827±1.00%11.66% · noisy560machine 1machine 2: 53.920 (-1.7%, launch spread 12.5%)
European options, Black-Scholes formulaTuned code32M131.270±1.00%1.49%235––
European options, Black-Scholes formulaTuned code64M368.206±0.62%1.44%30––
European options, Black-Scholes formulaTuned code128M773.634±0.75%0.56%49––
European options, Black-Scholes formulaTuned code256M1,645.124±0.71%0.15%30––

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, LMMAgrees to 14 significant digitsPass
Barrier options, Monte CarloAgrees to 14 significant digitsPass
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 turin-2026-11-05.

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