File tree Expand file tree Collapse file tree
block_cholesky_decomposition
random_sampling_without_replacement
sparse_conjugate_gradient Expand file tree Collapse file tree Original file line number Diff line number Diff line change 1+ american_options / @ oneapi-src/onemkl-rng-write
2+ batched_linear_solver / @ oneapi-src/onemkl-lapack-write
3+ binomial / @ oneapi-src/onemkl-rng-write
4+ black_scholes / @ oneapi-src/onemkl-rng-write
5+ block_cholesky_decomposition / @ oneapi-src/onemkl-lapack-write
6+ block_lu_decomposition / @ oneapi-src/onemkl-lapack-write
7+ computed_tomography / @ oneapi-src/onemkl-dft-write
8+ fourier_correlation / @ oneapi-src/onemkl-dft-write
9+ matrix_mul_mkl / @ oneapi-src/onemkl-blas-write
10+ monte_carlo_european_opt / @ oneapi-src/onemkl-rng-write
11+ monte_carlo_pi / @ oneapi-src/onemkl-rng-write
12+ random_sampling_without_replacement / @ oneapi-src/onemkl-rng-write
13+ sparse_conjugate_gradient / @ oneapi-src/onemkl-sparse-write
14+ student_t_test / @ oneapi-src/onemkl-rng-write
Original file line number Diff line number Diff line change 1+ #===============================================================================
2+ # Copyright (C) 2026 Intel Corporation
3+ #
4+ # SPDX-License-Identifier: MIT
5+ #===============================================================================
6+
17cmake_minimum_required (VERSION 3.4.0 )
28set (CMAKE_CXX_COMPILER "icpx" )
39project (american_options)
Original file line number Diff line number Diff line change 1+ #===============================================================================
2+ # Copyright (C) 2026 Intel Corporation
3+ #
4+ # SPDX-License-Identifier: MIT
5+ #===============================================================================
6+
17if (USE_DEVICE_API)
28 set (CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -fsycl -DWITH_FUSED_BETA=1 -DUSE_DEVICE_API=1 " )
39 add_executable (american_monte_carlo_device longstaff_schwartz_svd_2.dp.cpp )
Original file line number Diff line number Diff line change 1+ // ==============================================================
2+ // Copyright © 2026 Intel Corporation
3+ //
4+ // SPDX-License-Identifier: MIT
5+ // =============================================================
6+
17#include < sycl/sycl.hpp>
28
39namespace internal
Original file line number Diff line number Diff line change 1+ # ===============================================================================
2+ # Copyright (C) 2021 Intel Corporation
3+ #
4+ # SPDX-License-Identifier: MIT
5+ # ===============================================================================
6+
17# Makefile for Linux
28
39default : run_all
Original file line number Diff line number Diff line change 1+ # ===============================================================================
2+ # Copyright (C) 2023 Intel Corporation
3+ #
4+ # SPDX-License-Identifier: MIT
5+ # ===============================================================================
6+
17all : binomial_sycl
28
39init_on_host ?= 0
Original file line number Diff line number Diff line change 1- all : binomial_sycl.exe
1+ # ===============================================================================
2+ # Copyright (C) 2023 Intel Corporation
3+ #
4+ # SPDX-License-Identifier: MIT
5+ # ===============================================================================
6+
7+ all : binomial_sycl.exe
28
39!if "$(init_on_host)" == "1"
410 INIT_ON_HOST=/DINIT_ON_HOST=1
Original file line number Diff line number Diff line change 1+ # ===============================================================================
2+ # Copyright (C) 2023 Intel Corporation
3+ #
4+ # SPDX-License-Identifier: MIT
5+ # ===============================================================================
6+
17# ==============================================================================
28# Content:
39# Black-Scholes formula example makefile
410# ==============================================================================
511
6- all : black_scholes_sycl
12+ all : black_scholes_sycl
713
814init_on_host ?= 0
915
Original file line number Diff line number Diff line change 1- all : black_scholes_sycl.exe
1+ # ===============================================================================
2+ # Copyright (C) 2023 Intel Corporation
3+ #
4+ # SPDX-License-Identifier: MIT
5+ # ===============================================================================
6+
7+ all : black_scholes_sycl.exe
28
39!if "$(init_on_host)" == "1"
410 INIT_ON_HOST=/DINIT_ON_HOST =1
Original file line number Diff line number Diff line change 1+ # ===============================================================================
2+ # Copyright (C) 2020 Intel Corporation
3+ #
4+ # SPDX-License-Identifier: MIT
5+ # ===============================================================================
6+
17# Makefile for GNU make
28
39all : factor solve
You can’t perform that action at this time.
0 commit comments