Run-time reconfigurable acceleration for genetic programming fitness evaluation in trading strategies

Genetic programming can be used to identify complex patterns in financial markets which may lead to more advanced trading strategies. However, the computationally intensive nature of genetic programming makes it difficult to apply to real world problems, particularly in real-time constrained scenarios. In this work we propose the use of Field Programmable Gate Array technology to accelerate the fitness evaluation step, one of the most computationally demanding operations in genetic programming. We propose to develop a fully-pipelined, mixed precision design using run-time reconfiguration to accelerate fitness evaluation. We show that run-time reconfiguration can reduce resource consumption by a factor of 2 compared to previous solutions on certain configurations. The proposed design is up to 22 times faster than an optimised, multithreaded software implementation while achieving comparable financial returns

High Performance Reconfigurable Computing for Linear Algebra: Design and Performance Analysis

Field Programmable Gate Arrays (FPGAs) enable powerful performance acceleration for scientific computations because of their intrinsic parallelism, pipeline ability, and flexible architecture. This dissertation explores the computational power of FPGAs for an important scientific application: linear algebra. First of all, optimized linear algebra subroutines are presented based on enhancements to both algorithms and hardware architectures. Compared to microprocessors, these routines achieve significant speedup. Second, computing with mixed-precision data on FPGAs is proposed for higher performance. Experimental analysis shows that mixed-precision algorithms on FPGAs can achieve the high performance of using lower-precision data while keeping higher-precision accuracy for finding solutions of linear equations. Third, an execution time model is built for reconfigurable computers (RC), which plays an important role in performance analysis and optimal resource utilization of FPGAs. The accuracy and efficiency of parallel computing performance models often depend on mean maximum computations. Despite significant prior work, there have been no sufficient mathematical tools for this important calculation. This work presents an Effective Mean Maximum Approximation method, which is more general, accurate, and efficient than previous methods. Together, these research results help address how to make linear algebra applications perform better on high performance reconfigurable computing architectures

REAL-TIME ADAPTIVE PULSE COMPRESSION ON RECONFIGURABLE, SYSTEM-ON-CHIP (SOC) PLATFORMS

New radar applications need to perform complex algorithms and process a large quantity of data to generate useful information for the users. This situation has motivated the search for better processing solutions that include low-power high-performance processors, efficient algorithms, and high-speed interfaces. In this work, hardware implementation of adaptive pulse compression algorithms for real-time transceiver optimization is presented, and is based on a System-on-Chip architecture for reconfigurable hardware devices. This study also evaluates the performance of dedicated coprocessors as hardware accelerator units to speed up and improve the computation of computing-intensive tasks such matrix multiplication and matrix inversion, which are essential units to solve the covariance matrix. The tradeoffs between latency and hardware utilization are also presented. Moreover, the system architecture takes advantage of the embedded processor, which is interconnected with the logic resources through high-performance buses, to perform floating-point operations, control the processing blocks, and communicate with an external PC through a customized software interface. The overall system functionality is demonstrated and tested for real-time operations using a Ku-band testbed together with a low-cost channel emulator for different types of waveforms

FPGA based Uniform Channelizer Implementation

Channelizers are widely used in modern digital communication systems. Advanced uniform multirate channelization have been theoretically proved to be capable of reducing the computational load, with a better performance. Therefore, in this thesis, we implement these designs on a FPGA board for the sake of the comprehensive evaluation of resource usage, performance and frequency response. The uniform filter-banks are one of the most essential unit in channelization. The Generalised Discrete Fourier Transform Modulated Filter Bank (GDFT-FB), as an important variant of basic a DFT-FB, has been implemented in FPGA and demonstrated with a better computational saving rather than traditional schemes. Moreover the oversampling version is demonstrated to have a better frequency response with an acceptable amount of extra resources. On the other hand, frequency response masking (FRM) techniques is able to reduce the number of coefficients. Therefore, the full FRM GDFT-FB and alternative narrowband FRM GDFT-FB are both implemented in FPGA platform, in order to achieve a better performance and hardware efficiency

Vector support for multicore processors with major emphasis on configurable multiprocessors

It recently became increasingly difficult to build higher speed uniprocessor chips because of performance degradation and high power consumption. The quadratically increasing circuit complexity forbade the exploration of more instruction-level parallelism (JLP). To continue raising the performance, processor designers then focused on thread-level parallelism (TLP) to realize a new architecture design paradigm. Multicore processor design is the result of this trend. It has proven quite capable in performance increase and provides new opportunities in power management and system scalability. But current multicore processors do not provide powerful vector architecture support which could yield significant speedups for array operations while maintaining arealpower efficiency. This dissertation proposes and presents the realization of an FPGA-based prototype of a multicore architecture with a shared vector unit (MCwSV). FPGA stands for Filed-Programmable Gate Array. The idea is that rather than improving only scalar or TLP performance, some hardware budget could be used to realize a vector unit to greatly speedup applications abundant in data-level parallelism (DLP). To be realistic, limited by the parallelism in the application itself and by the compiler\u27s vectorizing abilities, most of the general-purpose programs can only be partially vectorized. Thus, for efficient resource usage, one vector unit should be shared by several scalar processors. This approach could also keep the overall budget within acceptable limits. We suggest that this type of vector-unit sharing be established in future multicore chips. The design, implementation and evaluation of an MCwSV system with two scalar processors and a shared vector unit are presented for FPGA prototyping. The MicroBlaze processor, which is a commercial IP (Intellectual Property) core from Xilinx, is used as the scalar processor; in the experiments the vector unit is connected to a pair of MicroBlaze processors through standard bus interfaces. The overall system is organized in a decoupled and multi-banked structure. This organization provides substantial system scalability and better vector performance. For a given area budget, benchmarks from several areas show that the MCwSV system can provide significant performance increase as compared to a multicore system without a vector unit. However, a MCwSV system with two MicroBlazes and a shared vector unit is not always an optimized system configuration for various applications with different percentages of vectorization. On the other hand, the MCwSV framework was designed for easy scalability to potentially incorporate various numbers of scalar/vector units and various function units. Also, the flexibility inherent to FPGAs can aid the task of matching target applications. These benefits can be taken into account to create optimized MCwSV systems for various applications. So the work eventually focused on building an architecture design framework incorporating performance and resource management for application-specific MCwSV (AS-MCwSV) systems. For embedded system design, resource usage, power consumption and execution latency are three metrics to be used in design tradeoffs. The product of these metrics is used here to choose the MCwSV system with the smallest value

Custom optimization algorithms for efficient hardware implementation

The focus is on real-time optimal decision making with application in advanced control systems. These computationally intensive schemes, which involve the repeated solution of (convex) optimization problems within a sampling interval, require more efficient computational methods than currently available for extending their application to highly dynamical systems and setups with resource-constrained embedded computing platforms. A range of techniques are proposed to exploit synergies between digital hardware, numerical analysis and algorithm design. These techniques build on top of parameterisable hardware code generation tools that generate VHDL code describing custom computing architectures for interior-point methods and a range of first-order constrained optimization methods. Since memory limitations are often important in embedded implementations we develop a custom storage scheme for KKT matrices arising in interior-point methods for control, which reduces memory requirements significantly and prevents I/O bandwidth limitations from affecting the performance in our implementations. To take advantage of the trend towards parallel computing architectures and to exploit the special characteristics of our custom architectures we propose several high-level parallel optimal control schemes that can reduce computation time. A novel optimization formulation was devised for reducing the computational effort in solving certain problems independent of the computing platform used. In order to be able to solve optimization problems in fixed-point arithmetic, which is significantly more resource-efficient than floating-point, tailored linear algebra algorithms were developed for solving the linear systems that form the computational bottleneck in many optimization methods. These methods come with guarantees for reliable operation. We also provide finite-precision error analysis for fixed-point implementations of first-order methods that can be used to minimize the use of resources while meeting accuracy specifications. The suggested techniques are demonstrated on several practical examples, including a hardware-in-the-loop setup for optimization-based control of a large airliner.Open Acces