FPGAs: The software in the hardware
Reblogged from Software Trading:
Lately, I've been exploring a little known corner of high performance computing (HPC) known as FPGAs. Turns out, it's time to get electrical on yowass (Pulp Fiction reference intentional). You can program these chips in the field, thus speeding up processing speeds dramatically, relative to generic CPUs. It's possible to customize functionality to very specific needs.
Why this works…
Great posting by Lucas Szyrmer @ softwaretrading.co.uk, it's a nice summary of the story from last month about JP Morgan Chase's use of FPGAs to speed up some of their analysis for risk. And it goes into greater detail concerning the mechanics of how to translate what one has to do in software across the divide into something that can be turned in VHDL/Verilog and written into the FPGA itself. It is in a word, a 'non-trivial' task, and can take quite a long time to get working.
