Matlogica introduces a new scientific breakthrough to the field of simulation and optimization tasks. Our revolutionary approach allows to accelerate repetitive calculations and their sensitivities using highly parallel vectorized software and AAD(automatic adjoint differentiation).
Our innovative idea is to use Operator Overloading during the first run of the original function, to create its vectorized and multi-thread safe version. For details please read out short wilmott article. Modern hardware is increasingly moving towards parallel calculations, but it can be challenging to write multi-thread safe and properly vectorized code. Our solution allows you to take full advantage of your hardware with minimal changes to your C++ code base while keeping the code clean and easy to understand.
Our unique approach allowed us to obtain impressive benchmarks compared to other well known AAD tools. If you are interested in getting the best performance from your new or existing C++ code we can offer a quick proof-of-concept project to gage possible benefits we can bring to your organization.