Slashdot Mirror
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."
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.