ArrayFire uses Just In Time compilation to combine many light weight functions into a single kernel launch. This along with our easy-to-use API allows users to not only quickly prototype their algorithms, but also get the best out of the underlying hardware. This feature has been a favorite among our users in the domains of finance and scientific simulation. That said, ArrayFire v3.3 and earlier had a few limitations. Namely: Multiple outputs with inter-dependent variables were generating multiple kernels. The number of operations per kernel was fairly limited by default. In the latest release of ArrayFire, we addressed these issues to get some pretty impressive numbers. In the rest of the post, we demonstrate the performance improvements using our BlackScholes …
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