Example idea: Monte Carlo

[sbastrakov]

Since alpaka has support for both random number generators and atomic operations, it should be easy to make an example implementing Monte Carlo. To me two applications seem most fitting:

• numerical integration - this should be familiar to vast majority of potential users;
• Black-Scholes option pricing - this is probably a little bit more tricky, however it is also done rather extensively as a parallel programming example.

The purpose of such an example would be, firstly, to illustrate an implementation of a rather widely used Monte Carlo computational scheme and, secondly, to give a more realistic (compared to the existing unit tests) usage of alpaka abstractions for generators and atomic operations.

[tdd11235813]

could be helpful to have such a common example like MonteCarlo (Pi calculation ?), how to use different back-ends, random numbers and atomics (for reduction). At the moment examples does not have high priority, but maybe someone can write this example for learning alpaka.

[j-stephan]

We have created a Monte Carlo Compute Pi example for last year's CERN workshop. We should aim to pull this into the mainline alpaka code base.

[sbastrakov]

Yes, or something similar to it. Iirc when doing examples for that workshop we were also thinking to simplify the coding of existing alpaka examples to separate them from CI test logic and so be easier readable. So more in spirit of the workshop examples