Examples

Getting Started

intro.py - Shows how to set a device, initialize arrays, and do some array operations

convolve.py - Shows how to do convolutions on 2D images

Linear Algebra

cholesky.py - Shows Cholesky decomposition in/out of place

lu.py - Shows LU factorization in/out of place

qr.py - Shows QR factorization in/out of place

Financial

black_scholes_options.py - Recreates black scholes options model utilizing ArrayFire’s random and vectorization operations

heston_model.py - Recreates heston model simultation utilizing ArrayFire’s random and vectorization operations

monte_carlo_options.py - Simulates monte carlo options model utilizing ArrayFire’s random and vectorization operations

Benchmarks

monte_carlo_pi.py - Recreates a monte carlo method of calculating the digits of pi ArrayFire’s random and vectorization operations