The Securities Technology Analysis Center, commonly known as STAC, has released a new report characterizing the performance of the Knights Landing-based Dell PowerEdge C6320p server on the STAC-A2 benchmarking suite, widely used by the financial services industry to test and evaluate computing platforms. The Dell machine has set new records for both the baseline Greeks benchmark and the large Greeks benchmark.

The stack-under-test (SUT ID: INTC161016) consists of the Intel STAC-A2 Pack for Composer XE (Rev I) on a Dell PowerEdge C6320p compute node housing the Intel Xeon Phi 7290 (Knights Landing) processor with 16GB of MCDRAM (Multi-Channel DRAM), 292GB DDR4 memory, and Red Hat Enterprise Linux release 7.3 (Beta).

The C6320p, launched at ISC 2016 this past June, is a 4-node/2U server that is optimized for highly parallel workloads. Holding up to four Intel Xeon Phi “Knights Landing” processors (ranging from 64-72 cores each), the 2U 6300 rack mount chassis supports a maximum of 288 cores. I/O options include Mellanox InfiniBand and Intel’s Omni-Path architecture fabric. Additional tech specs here.

In warm runs of the baseline Greeks benchmark (STAC-A2.β2.GREEKS.TIME), the Dell/KNL server node set a new record of 0.207 seconds, besting the previous record of 0.212 seconds established on a Cray XC40 KNL node (SUT INTC160918) by 2.4 percent. Dell’s time was 6.3 percent faster than the KNL timing reported by Intel (INTC160428, Intel Composer XE with 1 x Intel Xeon Phi 7250 processor @ 1.4GHz on an Intel white box with 96GB DRAM) in June.

On cold runs of the baseline Greeks, the Dell/KNL setup clocked in at 0.516 seconds compared to the Cray KNL node’s 1.481 seconds (a 2.87x speedup). It must be emphasized that this was not an apples-to-apples comparison. The Cray testing was carried out on a XC40 compute node using the Intel Xeon Phi 7250 processor, which has 68 cores and runs at 1.4Ghz, while the Dell rig relies on the top-line 72-core Xeon 7290 SKU (@ 1.5 Ghz). Further, the Dell system contains 100GB more on-platform RAM than the Cray (292GB v 192GB).

In warm runs of the large Greeks benchmark (STAC-A2.β2.GREEKS.10-100k-1260.TIME), the Dell/KNL system was 43.5 percent faster than an Intel white box system with four Haswell EX processors (SUT ID INTC150811), tested in August 2015. The Dell machine completed the benchmark in 26.9 seconds, a new record. The comparison Haswell EX machine (equipped with four Intel Xeon E7-8890 v3 processors, 1TB of RAM, with RHEL 7.1) completed the test in 38.6 seconds. The cold runs comparison was 33.4 seconds (Dell/KNL node) versus 42.6 seconds (Haswell EX box).

In the STAC report summary, Dell pointed out that on the warm large Greeks benchmark, its Knights Landing test machine achieved a 7 percent faster time than the best non-Intel architecture system, an IBM Power S824 server with 2 x 12-core POWER8 @ 3.52GHz processors and 1TB DRAM (SUT ID: IBM150305). The Dell system shaved 2 seconds off of the 26.9 second run time attributed to the IBM machine during its March 2015 testing.

Dell also noted that the latest STAC-A2 project is the first to report the new portfolio speed benchmark and the new energy- and space- efficiency benchmarks.

Additional Information

The STAC-A2, which debuted in 2012, is an architecture-agnostic benchmark suite that represents a class of financial risk analytics workloads characterized by Monte Carlo simulation and “Greeks” computations, which provide a measure of how changes in various parameters, such as the price of one particular asset, affects the price of an overall derivative.

The baseline benchmark (STAC-A2.β2.GREEKS.TIME) is a measure of the end-to-end time to compute all Greeks for five assets, 25,000 paths, and 252 timesteps — that’s one for each trading day over the course of one year. The large Greeks benchmark (STAC-A2.β2.GREEKS.10-100k-1260.TIME), introduced last year, measures a second, larger problem size beyond the baseline workload. It calculates the seconds to compute all Greeks with 10 assets, 100K paths, and 1260 timesteps.

Each of these tests is executed five times, resulting in one cold run and four warm runs. As STAC literature explains, “a cold run simulates a deployment situation in which a risk engine starts up in response to a request [while, a] warm run simulates a case in which an engine is already running, with sufficient memory allocated to handle the request.” Another way to look at this is that the cold run stresses the entire application (including initialization and memory allocation) while a warm run relates to the computationally intensive portion of the application.

The above benchmarks employ fixed problem sizes, facilitating consistent speed comparisons across multiple technology stacks. These “time per workload” benchmarks are meaningful to a user who cares about response times, says STAC.

The STAC-A2 also includes “workload per time” benchmarks important to capacity planners. The full report, which delivers nearly 200 results in total, is accessible to STAC members from this link.