A Compiler for High Performance Computing on Array Technologies
Overview
The new multi-core, reconfigurable computing and
graphics processing unit technologies, referred to as "array
technologies" (AT), offer improved price and performance over
conventional high performance computers (HPC). They can often sustain
higher numbers of floating point operations per second as they are more
specialized than traditional processors, and are widely regarded as an
important direction for HPCs.
The main barrier for the adoption of array technologies is that even for
experts, they are difficult to program. Since decades of compiler
research has not resulted in a general solution, we limit our study to a
class of financial engineering and optimization applications. We aim to
develop methodologies and tools for for the utilization of ATs. The
resulting tool can be used in applications including derivative pricing,
risk management, portfolio optimization, time series prediction and
enterprise resource management. We hope that this work will lower the
barrier for entry both in terms of price-performance and
user-friendliness and enable the widespread use of array technologies.
Acknowledgement
We gratefully acknowledge the support of
Cluster Technology and the
Hong Kong Innovation and Technology
Commission through grant number ITS/027/07, "A Compiler for High
Performance Computing on Array Technologies".
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