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JPMorgan Rolls Out FPGA Supercomputer
An anonymous reader writes "As heterogeneous computing starts to take off, JP Morgan have revealed they are using an FPGA based supercomputer to process risk on their credit portfolio. 'Prior to the implementation, JP Morgan would take eight hours to do a complete risk run, and an hour to run a present value, on its entire book. If anything went wrong with the analysis, there was no time to re-run it. It has now reduced that to about 238 seconds, with an FPGA time of 12 seconds.' Also mentioned is a Stanford talk given in May."
It fills the heart with inspiration to watch the best and brightest constructing advanced computers to solve the problems of mankind...
That will fix our banking system for sure!
That's not how it works. The Maxeler FPGA compiler is actually a Java library for describing dataflow machines. They call it "stream computing" - basically just very deep pipelines. You describe your algorithm in the dataflow/streaming style, using the Maxeler Java library, then when you run your program the output is an HDL design to load onto the FPGAs. There's no automatic conversion from a serial program (in C++ or anything else) to a dataflow/streaming program. The developer reimplements the algorithm manually.
I would positively love to do something like this. The purpose of an engineer is to solve problems. That's what makes me happy at work. Solving problems. So here you have a very specific problem that required the construction of a custom computer made out of banks of FPGAs. Tell me that's not sexy! Who cares if it's for bankers. That is a damn nifty gadget to work on building.
Imagine building it yourself. Switching networks, Linux on ARM cores peppered here and there coordinating and dumping program code to the FPGA banks, writing the drivers to grab the data once the run is completed...
And at the end of the day a problem solved: What once took all day now takes a couple of minutes.
This would have been a thoroughly nifty machine to work on.
Weaselmancer
rediculous.
there have been articles about the computer guys who were working inside the CDO machines of wall street in 2000-2008 before the whole thing came crashing down.
the only people who could hold their nose and not-care what their work was being used for are complete pscyopaths, who went through some kind of personality-cracking process so that they can act like normal people while they help destroy the planets economy.