CUDA and Computational Finance

Saw this on my Google Reader list and wanted to share it with everyone. This URL contains some videos/presentations on using CUDA for Computational Finance. (thanks to Argyn)

Lots more CUDA tutorials coming at SC09 !!!

Installing Boost C++ libraries

I know that installing Boost C++ libraries has nothing to do with GPGPU and multi-cores. Nevertheless, I have posted my procedure for installing Boost C++ libraries on a Mac.

I use Macports on my Mac and I find that it is the easiest way to install any open-source software on Mac OSX.

1. Search for boost packages

bash-3.2$ sudo port search boost

boost @1.40.0 (devel)

Collection of portable C++ source libraries

boost-build @2.0-m12 (devel)

Build system for large project software construction

boost-gil-numeric @1.0 (devel)

An algorithm extension to boost-gil.

boost-jam @3.1.17 (devel)

Boost.Jam (BJam) is a build tool based on FTJam

py26-pyplusplus @1.0.0 (python, devel)

Py++ is an framework for creating a code generator for Boost.Python library and ctypes package

Found 5 ports.

2. Install

bash-3.2$ sudo port install boost-jam  

---> Fetching boost-jam

---> Verifying checksum for boost-jam

---> Extracting boost-jam

---> Configuring boost-jam

---> Building boost-jam with target all

---> Staging boost-jam into destroot

---> Installing boost-jam

bash-3.2$ sudo port install boost

---> Fetching boost

---> Verifying checksum for boost

---> Extracting boost

---> Configuring boost

---> Building boost with target all

---> Staging boost into destroot

---> Installing boost

bash-3.2$ sudo port install boost-build  

---> Fetching boost-build

---> Verifying checksum for boost-build

---> Extracting boost-build

---> Configuring boost-build

---> Building boost-build with target all

---> Staging boost-build into destroot

---> Installing boost-build

3. Here's my example program:

#include <iostream>

#include <boost/any.hpp>

using namespace std;

int main()

{

boost::any

a(5);

a = 7.67;

std:cout<<boost::any_cast<double>(a)<<std::endl;

}

Now when I tried compiling my example program, I got a lot of errors such as:

example3.cpp:11:25: error: boost/any.hpp: No such file or directory

example3.cpp: In function ‘int main()’:

example3.cpp:18: error: ‘boost’ has not been declared

example3.cpp:18: error: ‘any’ was not declared in this scope

example3.cpp:18: error: expected `;' before ‘a’

example3.cpp:19: error: ‘a’ was not declared in this scope

example3.cpp:20: error: ‘boost’ has not been declared

example3.cpp:20: error: ‘any_cast’ was not declared in this scope

example3.cpp:20: error: expected primary-expression before ‘double’

example3.cpp:20: error: expected `;' before ‘double’

So I googled around and came to this link and tried compiling using the full path:

$ g++ -I /opt/local/var/macports/software/boost/1.40.0_1/opt/local/include/ example3.cpp -o example3_new

and that worked...!!!!

I also did this as a shortcut for compiling my programs that need the Boost libraries:

$ export BOOST=/opt/local/var/macports/software/boost/1.40.0_1/opt/local/include/

$ echo $BOOST

/opt/local/var/macports/software/boost/1.40.0_1/opt/local/include/

$ g++ -I $BOOST example3.cpp -o example3_new

$./example3_new

7.67

Hope this helps :)