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1 parent 7dbb119 commit fa9197fCopy full SHA for fa9197f
Cargo.toml
@@ -1,6 +1,6 @@
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[package]
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name = "stochastic-rs"
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-version = "0.13.0"
+version = "0.13.1"
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edition = "2021"
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license = "MIT"
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description = "A Rust library for quant finance and simulating stochastic processes."
src/stochastic/noise/fgn.rs
@@ -102,6 +102,7 @@ impl Sampling<f64> for FGN {
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fn sample_cuda(&self) -> Result<Either<Array1<f64>, Array2<f64>>> {
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// nvcc -shared -Xcompiler -fPIC fgn.cu -o libfgn.so -lcufft // ELF header error
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// nvcc -shared -o libfgn.so fgn.cu -Xcompiler -fPIC
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+ // nvcc -O3 -use_fast_math -o libfgn.so fgn.cu -Xcompiler -fPIC
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// nvcc -shared fgn.cu -o fgn.dll -lcufft
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use std::ffi::c_void;
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