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.
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
The main benefit of FPGAs comes from reorganizing calculations. FPGAs work on a massively parallel basis. You get rid of bottlenecks in typical CPU design. While these bottlenecks are good for general purpose applications, like watching Pulp Fiction, they significantly slow down the amount of calculations that you do per second. In addition to being massively multi-parallel, FPGAs also are faster, according to FPGAdeveloper, because:
- you aren’t competing with your operating system or applications like anti-virus for CPU cycle time
- you run at a lower level than the OS, so you doing have…
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