STAC Report: STAC-A2 on an IBM Power8 solution

2-socket Power8-based stack sets multiple performance records

17 March 2015

Today STAC released the first-ever audited STAC-A2 Benchmark results for a server using the IBM Power8 architecture. The solution stack consisted of the IBM-authored STAC-A2 Pack for Linux on Power Systems (Rev A), running on an IBM Power System S824 server using two IBM POWER8 Processor cards @ 3.52 GHz and 1TB of DRAM, with Red Hat Enterprise Linux version 7. The STAC Pack used IBM XL, a suite for C/C++ developers that includes the C++ Compiler and the Mathematical Acceleration Subsystem libraries (MASS), as well as the Engineering and Scientific Subroutine Library (ESSL).

Compared to other publicly released results of warm runs of the end-to-end Greeks benchmark (STAC-A2.β2.GREEKS.TIME.WARM), this solution based on a 2-socket POWER8 server delivered:

• 2.3 times the performance of the best-performing 2-socket solution using x86 CPUs (SUT ID INTC140814)
• 1.7 times the performance of the best-performing solution using two x86 CPUs and one Xeon Phi co-processor (SUT ID INTC140815)
• Only 10% less performance than the best-performing solution using two x86 CPUs plus one GPU (SUT ID NVDA141116).

This 2-socket solution set a new public record for path scaling (STAC-A2.β2.GREEKS.MAX_PATHS), demonstrating 2.1 times the throughput of a 4-socket x86-based solution (SUT ID INTC140509). It also set a new public record for asset capacity (STAC-A2.β2.GREEKS.MAX_ASSETS), with a 16% increase over the next-best performer, a 4-socket x86-based solution (SUT ID INTC140509).

STAC-A2 is the user-developed benchmark standard based on financial market risk analysis. Designed by quants and technologists from some of the world's largest banks, STAC-A2 reports the performance, scaling, quality, and resource efficiency of any technology stack that is able to handle the workload (Monte Carlo estimation of Heston-based Greeks for a path-dependent, multi-asset option with early exercise).

The report is available at the link above. Premium subscribers also have access to the code used in this project and the micro-detailed configuration information for the solution. To learn about subscription options, please contact us.