@@ -83,10 +83,8 @@ void black_scholes(double* price,
83
83
dpnp_memory_free_c (mr);
84
84
double * z = (double *)dpnp_memory_alloc_c (size * sizeof (double ));
85
85
// z = T * vol_vol_twos
86
- dpnp_multiply_c<double , double , double >(z,
87
- T, size, &size, ndim,
88
- vol_vol_two, scalar_size, &scalar_size, ndim,
89
- NULL );
86
+ dpnp_multiply_c<double , double , double >(
87
+ z, T, size, &size, ndim, vol_vol_two, scalar_size, &scalar_size, ndim, NULL );
90
88
dpnp_memory_free_c (vol_vol_two);
91
89
92
90
double * c = (double *)dpnp_memory_alloc_c (size * sizeof (double ));
@@ -131,35 +129,27 @@ void black_scholes(double* price,
131
129
dpnp_memory_free_c (w1);
132
130
double * halfs_mul_erf_w1 = (double *)dpnp_memory_alloc_c (size * sizeof (double ));
133
131
// halfs_mul_erf_w1 = halfs * erf_w1
134
- dpnp_multiply_c<double , double , double >(halfs_mul_erf_w1,
135
- half, scalar_size, &scalar_size, ndim,
136
- erf_w1, size, &size, ndim,
137
- NULL );
132
+ dpnp_multiply_c<double , double , double >(
133
+ halfs_mul_erf_w1, half, scalar_size, &scalar_size, ndim, erf_w1, size, &size, ndim, NULL );
138
134
dpnp_memory_free_c (erf_w1);
139
135
double * d1 = (double *)dpnp_memory_alloc_c (size * sizeof (double ));
140
136
// d1 = halfs + halfs_mul_erf_w1
141
- dpnp_add_c<double , double , double >(d1,
142
- half, scalar_size, &scalar_size, ndim,
143
- halfs_mul_erf_w1, size, &size, ndim,
144
- NULL );
137
+ dpnp_add_c<double , double , double >(
138
+ d1, half, scalar_size, &scalar_size, ndim, halfs_mul_erf_w1, size, &size, ndim, NULL );
145
139
dpnp_memory_free_c (halfs_mul_erf_w1);
146
140
147
141
double * erf_w2 = (double *)dpnp_memory_alloc_c (size * sizeof (double ));
148
142
dpnp_erf_c<double >(w2, erf_w2, size); // erf_w2 = np.erf(w2)
149
143
dpnp_memory_free_c (w2);
150
144
double * halfs_mul_erf_w2 = (double *)dpnp_memory_alloc_c (size * sizeof (double ));
151
145
// halfs_mul_erf_w2 = halfs * erf_w2
152
- dpnp_multiply_c<double , double , double >(halfs_mul_erf_w2,
153
- half, scalar_size, &scalar_size, ndim,
154
- erf_w2, size, &size, ndim,
155
- NULL );
146
+ dpnp_multiply_c<double , double , double >(
147
+ halfs_mul_erf_w2, half, scalar_size, &scalar_size, ndim, erf_w2, size, &size, ndim, NULL );
156
148
dpnp_memory_free_c (erf_w2);
157
149
double * d2 = (double *)dpnp_memory_alloc_c (size * sizeof (double ));
158
150
// d2 = halfs + halfs_mul_erf_w2
159
- dpnp_add_c<double , double , double >(d2,
160
- half, scalar_size, &scalar_size, ndim,
161
- halfs_mul_erf_w2, size, &size, ndim,
162
- NULL );
151
+ dpnp_add_c<double , double , double >(
152
+ d2, half, scalar_size, &scalar_size, ndim, halfs_mul_erf_w2, size, &size, ndim, NULL );
163
153
dpnp_memory_free_c (halfs_mul_erf_w2);
164
154
dpnp_memory_free_c (half);
165
155
@@ -231,8 +221,8 @@ int main(int, char**)
231
221
double * call = (double *)dpnp_memory_alloc_c (SIZE * sizeof (double ));
232
222
double * put = (double *)dpnp_memory_alloc_c (SIZE * sizeof (double ));
233
223
234
- dpnp_full_c<double >(zero, call, SIZE); // np.full(SIZE, 0., dtype=DTYPE)
235
- dpnp_full_c<double >(mone, put, SIZE); // np.full(SIZE, -1., dtype=DTYPE)
224
+ dpnp_full_c<double >(zero, call, SIZE); // np.full(SIZE, 0., dtype=DTYPE)
225
+ dpnp_full_c<double >(mone, put, SIZE); // np.full(SIZE, -1., dtype=DTYPE)
236
226
237
227
dpnp_memory_free_c (mone);
238
228
dpnp_memory_free_c (zero);
0 commit comments