Pac-Man crashed the SIFMA 2008 party. His message: “I will help you save on your electricity bill”
June 10th, New York City: At about 100 degrees, this was probably one of the hottest spring days in 2008. The SIFMA (Securities Industry and Financial Markets Association) technology management exhibit was just opening up, and to keep all the suit-wearing businessmen cool, the hotel’s air conditioners were throwing many BTUs away…
This wasn’t without reminding me of the reason why I was there, standing at the AMD booth, demonstrating computation running on an AMD FireStream graphic card…
It all started almost a year ago, when most of our Wall Street customers asked us whether we could help with programming to GPU (Graphical Processing Unit), or most widely known as ‘accelerated graphics card’.
Their interest is pretty simple - financial computations require a LOT of computing power. And with a traditional CPU-based approach like a grid, a LOT of computing power requires a LOT of electrical power, which at the end of the day is lost in the air conditioning system…
It is foreseen than ‘accelerated computing’ based on hardware derived from what is commonly known as ‘graphics cards’ is the best chance to save a lot of those BTUs…
Why?
First, GPU can accelerate computations by a huge ratio.
Pac-Man was released in 1981, and by today’s standards, moving the yellow flat circle across the screen is no more considered a technological achievement. As a matter of fact, 3dfx Inc. revolutionized gaming in 1995 by introducing the first ‘consumer accelerated graphics card’, hence delivering ‘mind bending graphics’. Simultaneously, Microsoft introduced the first version of their DirectX API, now the leading reference in gaming development. And 13 years later, GPUs are now able to create three dimensional images more than 200 times faster than regular CPUs.
It is not a stretch to establish a parallel between the Black-Scholes paper (published in 1973 and introducing basic option pricing concepts) and Pac-Man. After all, they both created a new industry. But while the ‘accelerated computing’ revolution happened in 1995 for video-gaming, Financial and General Purpose accelerated computing is being revolutionized today.
AMD and nVIDIA are the first to introduce new dedicated cards that are no more limited to graphics and linear algebra only, but can also run full double-precision C-like programs on extremely large sets of data. Simultaneously, general purposes APIs are becoming available. And preliminary tests show 10X - 40X improvement for some applications. It is still a bit shy of the acceleration we are seeing in the graphics world, but remember we are talking 1st generation hardware.
Second, GPUs can save power.
Even at a 20X improvement, a single GPU offers performance of 20 CPU cores. And it consumes around less than 150Watts… And if you can picture it correctly, it is easy to compare the size of the 8 cores server I was using at the SIFMA show and the AMD FireStream card (about a fourth of a shoe box).
SIFMA 2008 was the perfect opportunity to confirm that ‘accelerated computing’ is the future. But, the overall feel remains that in most cases GPU development is slowed down by a still maturing industry both for APIs and hardware, but people are seriously investigating it.
And hedging the investment made in a single one of those new technologies is still the main concern, people being a bit reluctant to put all their eggs in the same basket.
As a matter of fact, lessons can be learned from history: When developing video games in 1995, the API of choice was Glide, actually published by the leading and only vendor in the accelerated 3D card market: 3dfx Inc. But “By 2000, the improved performance of Direct3D and OpenGL on the average personal computer, coupled with the huge variety of new 3D cards on the market, the widespread support of these standard APIs by the game developer community and the closure of 3dfx, would make Glide obsolete.” (source: Wikipedia)
I almost forgot! But that was really my reason to be there.
I have been helping in a lot of the parallel assessments for Wall Street and non-Wall Street customer to evaluate current implementations of CPU intensive and non-CPU intensive applications, to see how GPUs and other techniques like multi-threading and service grids can help improve throughputs and reduce latency of applications. And with the support of our development team, we can provide solutions to quickly evaluate, code and test GPU implementation (on multiple APIs) and on multi-core Technology.
You will be surprised at some of the results…
Del.icio.us | Technorati | Digg | Slashdot