Linux: CPU benchmark requiring longer time and different CPU utilization levels - linux

For my research I need a CPU benchmark to do some experiments on my Ubuntu laptop (Ubuntu 15.10, Memory 7.7 GiB, Intel Core i7-4500U CPU # 1.80HGz x 4, 64bit). In an ideal world, I would like to have a benchmark satisfying the following:
The CPU should be an official benchmark rather than created by my own for transparency purposes.
The time needed to execute the benchmark on my laptop should be at least 5 minutes (the more the better).
The benchmark should result in different levels of CPU throughout execution. For example, I don't want a benchmark which permanently keeps the CPU utilization level at around 100% - so I want a benchmark which will make the CPU utilization vary over time.
Especially points 2 and 3 are really key for my research. However, I couldn't find any suitable benchmarks so far. Benchmarks I found so far include: sysbench, CPU Fibonacci, CPU Blowfish, CPU Cryptofish, CPU N-Queens. However, all of them just need a couple of seconds to complete and the utilization level on my laptop is at 100% constantly.
Question: Does anyone know about a suitable benchmark for me? I am also happy to hear any other comments/questions you have. Thank you!

To choose a benchmark, you need to know exactly what you're trying to measure. Your question doesn't include that, so there's not much anyone can tell you without taking a wild guess.
If you're trying to measure how well Turbo clock speed works to make a power-limited CPU like your laptop run faster for bursty workloads (e.g. to compare Haswell against Skylake's new and improved power management), you could just run something trivial that's 1 second on, 2 seconds off, and count how many loop iterations it manages.
The duty cycle and cycle length should be benchmark parameters, so you can make plots. e.g. with very fast on/off cycles, Skylake's faster-reacting Turbo will ramp up faster and drop down to min power faster (leaving more headroom in the bank for the next burst).
The speaker in that talk (the lead architect for power management on Intel CPUs) says that Javascript benchmarks are actually bursty enough for Skylake's power management to give a measurable speedup, unlike most other benchmarks which just peg the CPU at 100% the whole time. So maybe have a look at Javascript benchmarks, if you want to use well-known off-the-shelf benchmarks.
If rolling your own, put a loop-carried dependency chain in the loop, preferably with something that's not too variable in latency across microarchitectures. A long chain of integer adds would work, and Fibonacci is a good way to stop the compiler from optimizing it away. Either pick a fixed iteration count that works well for current CPU speeds, or check the clock every 10M iterations.
Or set a timer that will fire after some time, and have it set a flag that you check inside the loop. (e.g. from a signal handler). Specifically, alarm(2) may be a good choice. Record how many iterations you did in this burst of work.

Related

How to measure the context switching overhead of a very large program?

I am trying to measure the impact of CPU scheduler on a large AI program (https://github.com/mozilla/DeepSpeech).
By using strace, I can see that it uses a lot of (~200) CPU threads.
I have tried using Linux Perf to measure this, but I have only been able to find the number of context switch events, not the overhead of them.
What I am trying to achieve is the total CPU core-seconds spent on context switching. Since it is a pretty large program, I would prefer non-invasive tools to avoid having to edit the source code of this program.
How can I do this?
Are you sure most of those 200 threads are actually waiting to run at the same time, not waiting for data from a system call? I guess you can tell from perf stat that context-switches are actually pretty high, but part of the question is whether they're high for the threads doing the critical work.
The cost of a context-switch is reflected in cache misses once a thread is running again. (And stopping OoO exec from finding as much ILP right at the interrupt boundary). This cost is more significant than the cost of the kernel code that saves/restores registers. So even if there was a way to measure how much time the CPUs spent in kernel context-switch code (possible with perf record sampling profiler as long as your perf_event_paranoid setting allows recording kernel addresses), that wouldn't be an accurate reflection of the true cost.
Even making a system call has a similar (but lower and more frequent) performance cost from serializing OoO exec, as well as disturbing caches (and TLB). There's a useful characterization of this on real modern CPUs (from 2010) in a paper by Livio & Stumm, especially the graph on the first page of IPC (instructions per cycle) dropping after a system call returns, and taking time to recover: FlexSC: Flexible System Call Scheduling with Exception-Less System Calls. (Conference presentation: https://www.usenix.org/conference/osdi10/flexsc-flexible-system-call-scheduling-exception-less-system-calls)
You might estimate context-switch cost by running the program on a system with enough cores not to need to context-switch much at all (e.g. a big many-core Xeon or Epyc), vs. on fewer cores but with the same CPUs / caches / inter-core latency and so on. So, on the same system with taskset --cpu-list 0-8 ./program to limit how many cores it can use.
Look at the total user-space CPU-seconds used: the amount higher is the extra amount of CPU time needed because of slowdowns from context switched. The wall-clock time will of course be higher when the same work has to compete for fewer cores, but perf stat includes a "task-clock" output which tells you a total time in CPU-milliseconds that threads of your process spent on CPUs. That would be constant for the same amount of work, with perfect scaling to more threads, and/or to the same threads competing for more / fewer cores.
But that would tell you about context-switch overhead on that big system with big caches and higher latency between cores than on a small desktop.

Understanding cpu frequency, thread selection and more

With a 1270v3 and a single thread app I'm at the end of performance but when I watch monitoring tools like atop I don't understand how this whole stuff works. I tried to find a nice article about this sort of topic but they either have been explained in a language I don't understand or are not about the stuff I would like to know. I hope it is alright to ask this kind of stuff here.
From my understanding a single-thread app does only use one thread for all/most of the work. So the performance is defined by the single-thread power of the CPU.
A moment before I wrote this question I played around with CPU-frequency and noticed that although there are only two instances of the app running the usage is shared across all cores.
So I assume that the thread jumps around between these cores.
So I set the CPU scaling to performance with cpufreq-set -g performance. The result was that all CPU cores/threads stayed at about 2GHz like it was before besides one that is permanently on 3.5GHz (100%). As I only changed the scaling for one core, why is the usage still shared across all cores? I mean the app is running at about 300%, why doesn't it stick to the CPU core with the 100%?
Furthermore as I noticed that only one of the CPU's got scaled up I looked into the help page and found -r which should scale all cores with the performance settings. Unfortunately nothing does change. (Is this a bug in Ubuntu 1404?) So I used -c with the number 8 (8 threads) -> didn't work. 4 -> works but only scales 2 cores out of 8. 7 -> scaled 4 cores. So I'm wondering, does this not support hyper-threading or is the whole program that buggy?
However as I understand it, the CPU's with the max frequency together with the thread jump around in the monitoring tools as they display the average the usage, which than looks like shared. Did I figure this right?
Would forcing one cpu to 3.5GHz and forcing the app to this core improve performance or is all the stuff I'm wondering about only about avg calculation between the data they show each second.
If so am I right that I should run best with cpufreq-set -c 7 -g performance if power consumption doesn't matter?
Thanks for reading so far, I hope you have a moment to help me understand the whole thing.
Atop example screenshots:
http://i.imgur.com/VFEBvLx.png
http://i.imgur.com/cBKOnJM.png
http://i.imgur.com/bgQfwfU.png
I believe a lot of your confusion has to do with the fuzzy mapping of the capabilities of cpufreq to the actual capabilities of the hardware.
Here’s a description of what is taking place on the HW and in the OS.
A processor is a collection of cores on the same silicon substrate. The cores are what we used to call CPUs with some enhancements. CPUs now have the capability of running multiple HW threads (hyperthreading), each hardware thread being equivalent to one of the old type CPUs. Putting this all together, the 1270v3 is a quad core (if I recall correctly), meaning it has 4 cores on the same silicon substrate. Each core can support two HW threads, each HW thread being equivalent to what the OS calls a CPU (and I’ll call a virtual CPU). So from the OS perspective, the 1270v3 has 8 (virtual) CPUs.
The OS doesn’t see packages, cores or HW threads. It sees CPUs, and to it there appear to be 8 of them.
To further complicate the issue, modern processors have various HW supporting power saving states called P-states, C-states and package C-states. Why do I mention these? It’s because they are intimately associated with the frequency of the processor. And cpufreq professes to provide the user with control over the processor’s frequency.
Now, I’m not familiar with cpufreq outside of reading the manpage and other material on the web. From my reading, it has a lot of idiosyncrasies, so I’ll talk about what it is doing from a broad perspective.
In a general sense, cpufreq has a lot of generic capability that may or may not be supported by the HW or the kernel. This is confusing because it looks like the functionality is there but then things don’t happen as you would expect. For example, cpufreq gives the impression that you can set each CPU’s frequency independently. In reality, on a hyperthreaded system, two “CPUs” are associated with each core and must have the same frequency.
A lot of the functionality that cpufreq is supposed to control is associated with the power efficiency characteristics of the processor, but again, its mapping to the processor’s actual hardware capabilities is incomplete and misleading. Though cpufreq seems to allow you to set max and min frequencies, the processor hardware doesn’t work this way. In modern Intel processors, such as the 1270v3, there are something called P-states. These P-states are frequency-voltage pairs that slow down a processor’s frequency (and drop its voltage) to reduce the processor’s power consumption at the cost of the application taking longer to run. These frequency-voltage pairings aren’t arbitrary though cpufreq gives the impression that they are.
What does this all mean? In addition to the thread migration issues that the commenter mentioned, cpufreq isn’t going to behave the way you expect because it appears to have capability that it actually doesn’t, and the capability that it does actually have maps only roughly to the actual capabilities of the HW and OS.
I embedded some further comments in your text.
With a 1270v3 and a single thread app I'm at the end of performance but when I watch monitoring tools like atop I don't understand how this whole stuff works. I tried to find a nice article about this sort of topic but they either have been explained in a language I don't understand or are not about the stuff I would like to know. I hope it is alright to ask this kind of stuff here.
From my understanding a single-thread app does only use one thread for all/most of the work. [Yes, but this doesn’t mean that the thread is locked to a specific virtual CPU or core.] So the performance is defined by the single-thread power of the CPU. [It’s not that simple. The OS migrates threads around, it has its own maintenance processes, etc] A moment before I wrote this question I played around with CPU-frequency and noticed that although there are only two instances of the app running the usage is shared across all cores. So I assume that the thread jumps around between these cores. So I set the CPU scaling to performance with cpufreq-set -g performance. The result was that all CPU cores/threads stayed at about 2GHz like it was before besides one that is permanently on 3.5GHz (100%). As I only changed the scaling for one core, why is the usage still shared across all cores? I mean the app is running at about 300%, why doesn't it stick to the CPU core with the 100%? [Since I can’t see what you are observing, I don’t really understand what you are asking.]
Furthermore as I noticed that only one of the CPU's got scaled up I looked into the help page and found -r which should scale all cores with the performance settings. Unfortunately nothing does change. (Is this a bug in Ubuntu 1404?) So I used -c with the number 8 (8 threads) -> didn't work. 4 -> works but only scales 2 cores out of 8. 7 -> scaled 4 cores. [I haven’t used cpufreq so can’t directly speak to its behavior, but the manpage implies that “-c ” refers to a specific virtual CPU and not the number of virtual CPUs.] So I'm wondering, does this not support hyper-threading or is the whole program that buggy? [Again, I’m not sure from your explanation what you are doing, but the n->n/2 behavior makes sense to me. You can change the frequency of a core but since each core has two hyperthreads/virtual CPUs, two of those virtual CPUs must scale together.]
However as I understand it, the CPU's with the max frequency together with the thread jump around in the monitoring tools as they display the average the usage, which than looks like shared. Did I figure this right? [Again, I’m not sure what you are observing. Both physically and in atop, the CPU designation should not change, meaning CPU001 will always refer to the same virtual CPU. The core with the max frequency shouldn’t physically jump around, though the user thread may. Something to note is that monitoring tools can be pretty heavy users of the CPU. This heavy usage can make figuring out your processor usage difficult if it causes threads to jump around to different virtual CPUs.]
Would forcing one cpu to 3.5GHz and forcing the app to this core improve performance or is all the stuff I'm wondering about only about avg calculation between the data they show each second. [I found a pretty good explanation of atop with a lot of helpful screen shots: http://www.unixmen.com/linux-basics-monitor-system-resources-processes-using-atop/] If so am I right that I should run best with cpufreq-set -c 7 -g performance if power consumption doesn't matter? [It all depends upon what other processes are running on your system. If your system is mostly idle except for your processes, then forcing a core to a certain frequency won’t make a difference. [I’m suspicious of what a “governor” does. The language appears to refer to power-efficiency/performance (“balanced”, “powersave”, “performance”, etc) but the details don’t match the capability of today’s hardware.]
Thanks for reading so far, I hope you have a moment to help me

Where is the point at which adding additional cores or CPUs doesn’t improve the performance at all?

*Adding a second core or CPU might increase the performance of your parallel program, but it is unlikely to double it. Likewise, a
four-core machine is not going to execute your parallel program four
times as quickly— in part because of the overhead and coordination
described in the previous sections. However, the design of the
computer hardware also limits its ability to scale. You can expect a
significant improvement in performance, but it won’t be 100 percent
per additional core, and there will almost certainly be a point at
which adding additional cores or CPUs doesn’t improve the performance
at all.
*
I read the paragraph above from a book. But I don't get the last sentence.
So, Where is the point at which adding additional cores or CPUs doesn’t improve the performance at all?
If you take a serial program and a parallel version of the same program then the parallel program has to do some operations that the serial program does not, specifically operations concerned with coordinating the operations of the multiple processors. These contribute to what is often called 'parallel overhead' -- additional work that a parallel program has to do. This is one of the factors that makes it difficult to get 2x speed-up on 2 processors, 4x on 4 or 32000x on 32000 processors.
If you examine the code of a parallel program you will often find segments which are serial, that is which only use one processor while the others are idle. There are some (fragments of) algorithms which are not parallelisable, and there are some operations which are often not parallelised but which could be: I/O operations for instance, to parallelise these you need some sort of parallel I/O system. This 'serial fraction' provides an irreducible minimum time for your computation. Amdahl's Law explains this, and that article provides a useful starting point for your further reading.
Even when you do have a program which is well parallelised the scaling (ie the way speed-up changes as the number of processors increases) does not equal 1. For most parallel programs the size of the parallel overhead (or the amount of processor time which is devoted to operations which are only necessary for parallel computing) increases as some function of the number of processors. This often means that adding processors adds parallel overhead and at some point in the scaling of your program and jobs the increase in overhead cancels out (or even reverses) the increase in processor power. The article on Amdahl's Law also covers Gustafson's Law which is relevant here.
I've phrased this all in very general terms, no consideration of current processor and computer architectures; what I am describing are features of parallel computation (as currently understood) not of any particular program or computer.
I flat out disagree with #Daniel Pittman's assertion that these issues are of only theoretical concern. Some of us are working very hard to make our programs scale to very large numbers of processors (1000s). And almost all desktop and office development these days, and most mobile development too, targets multi-processor systems and using all those cores is a major concern.
Finally, to answer your question, at what point does adding processors no longer increase execution speed, now that is an architecture- and program-dependent question. Happily, it is one that is amenable to empirical investigation. Figuring out the scalability of parallel programs, and identifying ways of improving it, are a growing niche within the software engineering 'profession'.
#High Performance Mark is right. This happens when you are trying to solve a fixed size problem in the fastest possible way, so that Amdahl' law applies. It does not (usually) happen when you are trying to solve in a fixed time a problem. In the former case, you are willing to use the same amount of time to solve a problem
whose size is bigger;
whose size is exactly the same as before, but with a greeter accuracy.
In this situation, Gustafson's law applies.
So, let's go back to fixed size problems.
In the speedup formula you can distinguish these components:
Inherently sequential computations: σ(n)
Potentially parallel computations: ϕ(n)
Overhead (Communication operations etc): κ(n,p)
and the speedup for p processors for a problem size n is
Adding processors reduces the computation time but increases the communication time (for message-passing algorithms; it increases the synchronization overhead etcfor shared-memory algorithm); if we continue adding more processors, at some point the communication time increase will be larger than the corresponding computation time decrease.
When this happens, the parallel execution time begins to increase.
Speedup is inversely proportional to execution time, so that its curve begins to decline.
For any fixed problem size, there is an optimum number of processors that minimizes the overall parallel execution time.
Here is how you can compute exactly (analytical solution in closed form) the point at which you get no benefit by adding additional processors (or cores if you prefer).
The answer is, of course, "it depends", but in the current world of shared memory multi-processors the short version is "when traffic coordinating shared memory or other resources consumes all available bus bandwidth and/or CPU time".
That is a very theoretical problem, though. Almost nothing scales well enough to keep taking advantage of more cores at small numbers. Few applications benefit from 4, less from 8, and almost none from 64 cores today - well below any theoretical limitations on performance.
If we're talking x86 that architecture is more or less at its limits. # 3 GHz electricity travels 10 cm (actually somewhat less) per Hz, the die is about 1 cm square, components have to be able to switch states in that single Hz (1/3000000000 of a second). The current manufacturing process (22nm) gives interconnections that are 88 (silicon) atoms wide (I may have misunderstood this). With this in mind you realize that there isn't that much more that can be done with physics here (how narrow can an interconnection be? 10 atoms? 20?). At the other end the manufacturer, to be able to market a device as "higher performing" than its predecessor, adds a core which theoretically doubles the processing power.
"Theoretically" is not actually completely true. Some specially written applications will subdivide a large problem into parts that are small enough to be contained inside a single core and its exclusive caches (L1 & L2). A part is given to the core and it processes for a significant amount of time without accessing the L3 cache or RAM (which it shares with other cores and therefore will be where collisions/bottlenecks will occur). Upon completion it writes its results to RAM and receives a new part of the problem to work on.
If a core spends 99% of its time doing internal processing and 1% reading from and writing to shared memory (L3 cache and RAM) you could have an additional 99 cores doing the same thing because, in the end, the limiting factor will be the number of accesses the shared memory is capable of. Given my example of 99:1 such an application could make efficient use of 100 cores.
With more common programs - office, ie, etc - the extra processing power available will hardly be noticed. Some parts of the programs may have smaller parts written to take advantage of multiple cores and if you know which ones you may notice that those parts of the programs are much faster.
The 3 GHz was used as an example because it works well with the speed of light which is 300000000 meters/sec. I read recently that AMD's latest architecture was able to execute at 5 GHz but this was with special coolers and, even then, it was slower (processed less) than an intel i7 running at a significantly slower frequency.
It heavily depends on your program architecture/design. Adding cores improves parallel processing. If your program is not doing anything in parallel but only sequentially, adding cores would not improve its performance at all. It might improve other things though like framework internal processing (if you're using a framework).
So the more parallel processing is allowed in your program the better it scales with more cores. But if your program has limits on parallel processing (by design or nature of data) it will not scale indefinitely. It takes a lot of effort to make program run on hundreds of cores mainly because of growing overhead, resource locking and required data coordination. The most powerful supercomputers are indeed massively multi-core but writing programs that can utilize them is a significant effort and they can only show their power in an inherently parallel tasks.

Outliers during Performance Evaluation

I am trying to do some performance measurements using Intels RDTSC, and it is quite
odd the variations I get during different testruns. In most cases my benchmark in C
needs 3000000 Mio cycles, however, exactly the same execution can in some cases take
5000000, almost double as much. I tried to have no intense workloads running in parallel
so that I get good performance estimations. Anyone an idea where this huge timing
variations can come from? I know that interrupts and stuff can happening, but I did not expect
such huge variations in timing!
PS.: I am running it on a Pentium processor with Linux running on it.
Thanks for feedback,
John
I think the answer is in:
I tried to have no intense workloads
running in parallel
You have insufficient control over this in a modern OS.
According to this Wikipedia article, the RDTSC (time stamp counter) cannot be used reliably for benchmarking on multi-core systems. There is no promise that all cores have the same value in the time stamp register.
On Linux, it is better to use the POSIX clock_gettime function.
You have to take the cache of most modern processors into account. Maybe another process evicts your program's cache content in the case where you measured the long running time.
As Henk pointed out, lots of stuff happen in a modern OS that you can't control that much.

Comparing CPU speed likely improvements for business hardware upgrade justification

I have c# Console app, Monte Carlo simulation entirely CPU bound, execution time is inversely proportional to the number of dedicated threads/cores available (I keep a 1:1 ratio between cores/threads).
It currently runs daily on:
AMD Opteron 275 # 2.21 GHz (4 core)
The app is multithread using 3 threads, the 4th thread is for another Process Controller app.
It takes 15 hours per day to run.
I need to estimate as best I can how long the same work would take to run on a system configured with the following CPU's:
http://en.wikipedia.org/wiki/Intel_Nehalem_(microarchitecture)
2 x X5570
2 x X5540
and compare the cases, I will recode it use the available threads. I want to justify that we need a Server with 2 x x5570 CPUs over the cheaper x5540 (they support 2 cpus on a single motherboard). This should make available 8 cores, 16 threads (that's how the Nehalem chips work I believe) to the operating system. So for my app that's 15 threads to the Monte Carlo Simulation.
Any ideas how to do this? Is there a website I can go and see benchmark data for all 3 CPUS involved for a single threaded benchmark? I can then extrapolate for my case and number of threads. I have access to the current system to install and run a benchmark on if necessary.
Note the business are also dictating the workload for this app over the next 3 months will increase about 20 times and needs to complete in a 24 hour clock.
Any help much appreciated.
Have also posted this here: http://www.passmark.com/forum/showthread.php?t=2308 hopefully they can better explain their benchmarking so I can effectively get a score per core which would be much more helpful.
have you considered recreating the algorithm in cuda? It uses current day GPU's to increase calculations like these 10-100 fold. This way you just need to buy a fat videocard
Finding a single-box server which can scale according to the needs you've described is going to be difficult. I would recommend looking at Sun CoolThreads or other high-thread count servers even if their individual clock speeds are lower. http://www.sun.com/servers/coolthreads/overview/performance.jsp
The T5240 supports 128 threads: http://www.sun.com/servers/coolthreads/t5240/index.xml
Memory and CPU cache bandwidth may be a limiting factor for you if the datasets are as large as they sound. How much time is spent getting data from disk? Would massively increased RAM sizes and caches help?
You might want to step back and see if there is a different algorithm which can provide the same or similar solutions with fewer calculations.
It sounds like you've spent a lot of time optimizing the the calculation thread, but is every calculation being performed actually important to the final result?
Is there a way to shortcut calculations anywhere?
Is there a way to identify items which have negligible effects on the end result, and skip those calculations?
Can a lower resolution model be used for early iterations with detail added in progressive iterations?
Monte Carlo algorithms I am familiar with are non-deterministic, and run time would be related to the number of samples; is there any way to optimize the sampling model to limit the number of items examined?
Obviously I don't know what problem domain or data set you are processing, but there may be another approach which can yield equivalent results.
tomshardware.com contains a comprehensive list of CPU benchmarks. However... you can't just divide them, you need to find as close to an apples to apples comparison as you can get and you won't quite get it because the mix of instructions on your workload may or may not depend.
I would guess please don't take this as official, you need to have real data for this that you're probably in the 1.5x - 1.75x single threaded speedup if work is cpu bound and not highly vectorized.
You also need to take into account that you are:
1) using C# and the CLR, unless you've taken steps to prevent it GC may kick in and serialize you.
2) the nehalems have hyperthreads so you won't be seeing perfect 16x speedup, more likely you'll see 8x to 12x speedup depending on how optimized your code is. Be optimistic here though (just don't expect 16x).
3) I don't know how much contention you have, getting good scaling on 3 threads != good scaling on 16 threads, there may be dragons here (and usually is).
I would envelope calc this as:
15 hours * 3 threads / 1.5 x = 30 hours of single threaded work time on a nehalem.
30 / 12 = 2.5 hours (best case)
30 / 8 = 3.75 hours (worst case)
implies a parallel run time if there is truly a 20x increase:
2.5 hours * 20 = 50 hours (best case)
3.74 hours * 20 = 75 hours (worst case)
How much have you profiled, can you squeeze 2x out of app? 1 server may be enough, but likely won't be.
And for gosh sakes try out the task parallel library in .Net 4.0 or the .Net 3.5 CTP it's supposed to help with this sort of thing.
-Rick
I'm going to go out on a limb and say that even the dual-socket X5570 will not be able to scale to the workload you envision. You need to distribute your computation across multiple systems. Simple math:
Current Workload
3 cores * 15 real-world-hours = 45 cpu-time-hours
Proposed 20X Workload
45 cpu-time-hours * 20 = 900 cpu-time-hours
900 cpu-time-hours / (20 hours-per-day-per-core) = 45 cores
Thus, you would need the equivalent of 45 2.2GHz Opteron cores to achieve your goal (despite increasing processing time from 15 hours to 20 hours per day), assuming a completely linear scaling of performance. Even if the Nehalem CPUs are 3X faster per-thread you will still be at the outside edge of your performance envelop - with no room to grow. That also assumes that hyper-threading will even work for your application.
The best-case estimates I've seen would put the X5570 at perhaps 2X the performance of your existing Opteron.
Source: http://www.dailytech.com/Server+roundup+Intel+Nehalem+Xeon+versus+AMD+Shanghai+Opteron/article15036.htm
It'd be swinging big hammer, but perhaps it makes sense to look at some heavy-iron 4-way servers. They are expensive, but at least you could get up to 24 physical cores in a single box. If you've exhausted all other means of optimization (including SIMD), then it's something to consider.
I'd also be weary of other bottlenecks such as memory bandwidth. I don't know the performance characteristics of Monte Carlo Simulations, but ramping up one resource might reveal some other bottleneck.

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