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[oneMKL][RNG] Samples clean up for RNG, add new sample. #159

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Merged
merged 5 commits into from
Sep 23, 2020
Merged

[oneMKL][RNG] Samples clean up for RNG, add new sample. #159

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ae92dde
[RNG] Add w/a for compiler namespace change and clean monte_carlo_eur…
aelizaro Sep 8, 2020
c8c0cbd
[RNG] add new rng sample
aelizaro Sep 8, 2020
42b9cfb
[RNG] add sample.json file
aelizaro Sep 14, 2020
d06db78
[oneMKL][RNG] remove id from sample
aelizaro Sep 16, 2020
e512f38
[oneMKL][RNG] Changed variables names in mc_european sample
aelizaro Sep 22, 2020
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8 changes: 8 additions & 0 deletions Libraries/oneMKL/monte_carlo_european_opt/README.md
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Expand Up @@ -52,12 +52,20 @@ If everything is working correctly, both buffer and USM versions of the program

```
./mc_european

Monte Carlo European Option Pricing Simulation
Buffer Api
----------------------------------------------
Number of options = 2048
Number of samples = 262144
put_abs_err = 0.0372205
call_abs_err = 0.0665814

./mc_european_usm

Monte Carlo European Option Pricing Simulation
Unified Shared Memory Api
----------------------------------------------
Number of options = 2048
Number of samples = 262144
put_abs_err = 0.0372205
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