Thursday, August 10, 2006

Exotics Computations on Silicon?

Someone floated an idea that sounded interesting ...

Has anyone heard of writing their calc functions in C, and burning them onto field programmable gate arrays? The calc models would have to be fairly static, but it might be able to give you magnitudes of speed improvements.

I confess that I know very little about this technology, but it bears some investigation.

Hopefully J.O'S can weigh in with something on his blog....

Here is an interesting article.

©2006 Marc Adler - All Rights Reserved


TradingCourses said...

Nice blog. Keep up the good work.

Emini Daytrader
intuition day trading

chris donnan said...

Here is another one - video cards with N 'processors' in them can be used as mini-clusters. They are designed to do pixel shading but can be used to do any normal floating point math.... like this guy

has 48 pixel shader processors :) 48 parallel computations - with no MPI/ PVM, etc. It will be a while before we get that many cores in our CPUs - but we could use these light processors to do our math bidding.

Dmitiry and I had a chat about this the other day. It seems real and doable.