At the Intel Developer Forum (IDF), now in progress in Shanghai, XtremeData, Altera, and Intel are demonstrating acceleration of a full double-precision floating point simulation of a Monte Carlo financial simulation analysis.
This demonstration for the first time combines the Intel QuickAssist Technology, Altera's high performance Stratix III FPGA family, XtremeData's XD2000 family of In-Socket Accelerators (ISA), and the new XtremeRNG library of building blocks for random number generation (RNG) to significantly accelerate financial and scientific Monte Carlo applications.
Monte Carlo simulation of financial instruments consists of three steps: Pathway Generation, Pathway Evaluation, and Expectation/Computation. By combining the power of QuickAssist Technology and the XD2000i In-Socket Accelerator, XtremeData demonstrates that source code written within the QuickAssist abstraction framework can be re-targeted between the CPU and the FPGA without modifying the original source code.
The XD2000i family of in-socket accelerators successfully applies multiple FPGAs. XtremeData designed the module with three Altera FPGAs, one as a bridge to system resources and the other two for running user applications. This industry-first design allows users to reconfigure the application FPGAs in-system, without rebooting the server. This lets system designers focus on getting algorithms working in the application FPGAs without needing to understand and trouble-shoot the system interfaces.
When XtremeData co-processor modules are integrated into commercial, off-the-shelf (COTS) servers, blade systems, and ATCA boards, applications can be substantially accelerated via parallelization and pipelining. The XD2000i provides high-performance application acceleration ranging up to 10X versus alternative solutions, while simultaneously reducing overall system power consumption and latency. It is the ideal solution for accelerating applications such as algorithmic financial trading, market data, deep packet inspection, bioinformatics, military, and video transcoding.
Attendees visiting the XtremeData booth BU016 will see a live product demonstration of the XD2000i In-Socket Accelerator directly interfacing to the 64-bit Front-Side Bus (FSB), showcasing that key routines in the simulation can be executed on the Stratix III FPGAs residing on the ISA, the Xeon, or a combination of both, without changes to the overall application code.
- XtremeData's ISA
- Live data transactions across the FSB interface to the Stratix III FPGA XD Module.
- XtremeRNG – Random Number Generator Library.
- Monte-Carlo – European Options
- Intel QuickAssist Technology
- Retargeting between CPU and accelerator without changes to application code.
- Altera Stratix III FPGAs
- Double-Precision Floating Point Features on the Enhanced Stratix IIIFPGA Family.
The Intel Xeon platform offers a high-bandwidth, low-latency interface to other processors and memory via the FSB interconnect. Placing the Stratix III FPGA in one of the Xeon sockets gives the coprocessor a high-speed link to memory as well as a fast connection to the host processor without requiring board modifications, thus providing a simple hardware integration path. Stratix III FPGAs provide the XD module with an abundant amount of logic and provides Intel-based systems with up to 2304 multipliers assessable via a fast FSB processor interconnect.
To view a demo or speak with XtremeData executives at the Spring Intel Developer Forum, please visit our booth #BU016.
Availability and pricing
The entire XD2000i Family of In-Socket Accelerators is available currently. You can contact any of their sales partners world-wide at www.xtremedatainc.com/xtremeteam for pricing. Additionally, the XD2000i Development System has a single unit price of $23,000.