FPGA High Performance Computing Alliance


I had an interesting chat today with Graham Fairle, the PM of the Micro & Opto Electronics Team, Scottish Enterprise. The FPGA High Performance Computing Alliance are building a large FPGA machine in Edinburgh (64 Xilinx Virtex 4 in a 32 node IBM eServer BladeCenter) with a number of FPGA experts and EPCC (largest HPC centre in Europe). They are quite a way down the road of porting three demonstrator codes, one of which is Financial Services centric.  Below is the briefing on the project.  Given the every increasing need for CPU power within trading systems, I suspect there are a few banks out there that might be interested in this project from the Teraflop perspective.  If anyone is interested in finding out more about the project please contact Scottish Enterprise direct.

FPGA Computing Opportunity in Financial Services
Dr Mark Parsons
EPCC, The University of Edinburgh

Opportunity

A consortium of Scottish companies and academic organisations has formed the FPGA High Performance Computing Alliance (FHPCA) to develop new high performance numerical computing solutions using reconfigurable FPGA (Field Programmable Gate Array) technology. An opportunity exists for the Financial Services Industry to engage with the FHPCA to demonstrate the efficacy of this new computer architecture by porting one of their numerically intensive codes to the demonstration system being built by the Alliance.

The FHPCA are seeking to work with 3 companies from a variety of business sectors. To date we have engaged with companies in the oil & gas, medical, aerospace and civil engineering sectors to asses the suitability of their applications. We are now at an advanced stage of implementing an oil reservoir mapping code and a 3D medical imaging application. We are very keen to identify a financial application that would benefit from inclusion in our portfolio of demonstrator applications and believe that collaborating with an appropriate organisation – at little or no cost to them – would be an ideal opportunity for both organisations to work together for mutual benefit.

Benefits

All organisations with significant compute requirements are keen to manage the cost and complexity of their computing infrastructure. Over the past few years many organisations have looked to Grid computing to meet this need. Although Grids in the finance sector are predominately constructed from PC-based compute resources, for a certain class of applications the availability of larger-scale numerical compute engines as resources within a Grid are a cost effective solution to the need for significant compute resource at the teraflop scale.

Commercially available reconfigurable FPGA-based computers have been available for some time. However, it is only now that they are becoming cost effective in the high performance computing marketplace and significant investment in the technology is being made by all of the major hardware vendors. Building large FPGA-based systems is not difficult however programming them is. The purpose of the FHPCA is to bring together world-leading experts to develop a toolkit and parallelisation expertise to ease the porting of existing numerically intensive applications to such systems. Only by basing the work on real applications can we ensure the resulting toolkit is applicable in a wide variety of real-world computing scenarios.

A number of investment banks are already looking at FPGA computing to deliver computational resource.

The FHPCA

Established during 2004, at the core of the FHPCA are 7 organisations: EPCC at The University of Edinburgh (Europe’s largest supercomputing centre), Nallatech Ltd and Alpha Data Ltd (both of whom are world-leading Scottish suppliers of FPGA based computers), ISLI (the Institute for System Level Integration at the Alba Centre), Algotronix Ltd (the company that invented and sold the world’s first reconfigurable FPGA-based computer) and Xilinx Corporation (the world’s largest supplier of FPGA devices). Funding has been provided by Scottish Enterprise who are closely engaged in the project and each of the partners has made significant contributions and donations to the project which has a value in excess of £3.6 million.

Demonstrator Application Proposal

We would like to engage with a Financial Services organisation:

  • To identify a numerically intensive application from the portfolio of available investment applications.
  • We will assess its suitability for porting to the FPGA system architecture and the complexity of the task.
  • If the application is assessed positively we will commit to porting the application to the FPGA demonstrator system.
  • Following the porting of the application we will demonstrate the use of the application to its owner and give them access to the system to assess the approach’s efficacy.

With the exception of some staff time to collaborate with the project partners we would not expect the partner to make any financial contribution to the project.

Timescales

The FPGA demonstrator system has been under development for 18 months as has the Parallel Toolkit software. It will be completed in October 2006 and will consist of 64 tightly coupled Xilinx Virtex 4 FPGAs hosted in a 32 processor IBM eServer Bladecenter Chassis. This system should be capable of around a Teraflop.

The aim would be to commence evaluation of an appropriate code in October 2006

~ by mdavey on August 22, 2006.

5 Responses to “FPGA High Performance Computing Alliance”

  1. […] More More […]

  2. I see that the subject of FPGA in finance and other industries, requiring HTC, is gathering momentum. I have been recently exposed to it and find the idea fascinating. It would be interesting to see whether business opportunities can be exploited here – after all there is a lack of Verilog and other hardware-oriented developers, with any familiarity with financial world. Here is a short document from me on the issue:

    http://www.baryudin.com/andre/about/outsourcing/FPGA-for-financial-world.html

  3. Not all Verilog developers are devoid of any knowledge of the financial world. Some of us do appreciate the work of Markowitz, Sharpe, Merton, Treymor, Black and Scholes etc. and find the possibilities for FPGA and ASIC design quite interesting in this market. The chance to complete the CFA Level 3 exam hasn’t exactly presented itself however.

  4. Thank you for this good information, looking forward to more FPGA information

  5. […] of those devices enabled by their parallelism capabilities, such as DNA sequencing and financial services. Since power electronics applications are typical fast-dynamic, complex and non-linear application, […]

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