High Performance FPGA-oriented mersenne twister uniform random number generator

Mersenne Twister (MT) uniform random number generators are key cores for hardware acceleration of Monte Carlo simulations. In this work, two different architectures are studied: besides the classical table-based architecture, a different architecture based on a circular buffer and especially targeting FPGAs is proposed. A 30% performance improvement has been obtained when compared to the fastest previous work. The applicability of the proposed MT architectures has been proven in a high performance Gaussian RNG

Customisable arithmetic hardware designs

Imperial Users onl

Delay Measurements and Self Characterisation on FPGAs

This thesis examines new timing measurement methods for self delay characterisation of Field-Programmable Gate Arrays (FPGAs) components and delay measurement of complex circuits on FPGAs. Two novel measurement techniques based on analysis of a circuit's output failure rate and transition probability is proposed for accurate, precise and efficient measurement of propagation delays. The transition probability based method is especially attractive, since it requires no modifications in the circuit-under-test and requires little hardware resources, making it an ideal method for physical delay analysis of FPGA circuits. The relentless advancements in process technology has led to smaller and denser transistors in integrated circuits. While FPGA users benefit from this in terms of increased hardware resources for more complex designs, the actual productivity with FPGA in terms of timing performance (operating frequency, latency and throughput) has lagged behind the potential improvements from the improved technology due to delay variability in FPGA components and the inaccuracy of timing models used in FPGA timing analysis. The ability to measure delay of any arbitrary circuit on FPGA offers many opportunities for on-chip characterisation and physical timing analysis, allowing delay variability to be accurately tracked and variation-aware optimisations to be developed, reducing the productivity gap observed in today's FPGA designs. The measurement techniques are developed into complete self measurement and characterisation platforms in this thesis, demonstrating their practical uses in actual FPGA hardware for cross-chip delay characterisation and accurate delay measurement of both complex combinatorial and sequential circuits, further reinforcing their positions in solving the delay variability problem in FPGAs

Application-Specific Number Representation

Reconfigurable devices, such as Field Programmable Gate Arrays (FPGAs), enable application- specific number representations. Well-known number formats include fixed-point, floating- point, logarithmic number system (LNS), and residue number system (RNS). Such different number representations lead to different arithmetic designs and error behaviours, thus produc- ing implementations with different performance, accuracy, and cost. To investigate the design options in number representations, the first part of this thesis presents a platform that enables automated exploration of the number representation design space. The second part of the thesis shows case studies that optimise the designs for area, latency or throughput from the perspective of number representations. Automated design space exploration in the first part addresses the following two major issues: ² Automation requires arithmetic unit generation. This thesis provides optimised arithmetic library generators for logarithmic and residue arithmetic units, which support a wide range of bit widths and achieve significant improvement over previous designs. ² Generation of arithmetic units requires specifying the bit widths for each variable. This thesis describes an automatic bit-width optimisation tool called R-Tool, which combines dynamic and static analysis methods, and supports different number systems (fixed-point, floating-point, and LNS numbers). Putting it all together, the second part explores the effects of application-specific number representation on practical benchmarks, such as radiative Monte Carlo simulation, and seismic imaging computations. Experimental results show that customising the number representations brings benefits to hardware implementations: by selecting a more appropriate number format, we can reduce the area cost by up to 73.5% and improve the throughput by 14.2% to 34.1%; by performing the bit-width optimisation, we can further reduce the area cost by 9.7% to 17.3%. On the performance side, hardware implementations with customised number formats achieve 5 to potentially over 40 times speedup over software implementations

FPGA acceleration using high-level languages of a Monte-Carlo method for pricing complex options

This is the author’s version of a work that was accepted for publication in Journal of Systems Architecture. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Journal of Systems Architecture, 59, 3 (2013) DOI: 10.1016/j.sysarc.2013.01.004In this paper we present an FPGA implementation of a Monte-Carlo method for pricing Asian options using Impulse C and floating-point arithmetic. In an Altera Stratix-V FPGA, a 149x speedup factor was obtained against an OpenMP-based solution in a 4-core Intel Core i7 processor. This speedup is comparable to that reported in the literature using a classic HDL-based methodology, but the development time is significantly reduced. Additionally, the use of a HLL-based methodology allowed us to implement a high-quality Gaussian random number generator, which produces more precise results than those obtained with the simple generators usually present in HDL-based designs

Mixing multi-core CPUs and GPUs for scientific simulation software

Recent technological and economic developments have led to widespread availability of multi-core CPUs and specialist accelerator processors such as graphical processing units (GPUs). The accelerated computational performance possible from these devices can be very high for some applications paradigms. Software languages and systems such as NVIDIA's CUDA and Khronos consortium's open compute language (OpenCL) support a number of individual parallel application programming paradigms. To scale up the performance of some complex systems simulations, a hybrid of multi-core CPUs for coarse-grained parallelism and very many core GPUs for data parallelism is necessary. We describe our use of hybrid applica- tions using threading approaches and multi-core CPUs to control independent GPU devices. We present speed-up data and discuss multi-threading software issues for the applications level programmer and o er some suggested areas for language development and integration between coarse-grained and ne-grained multi-thread systems. We discuss results from three common simulation algorithmic areas including: partial di erential equations; graph cluster metric calculations and random number generation. We report on programming experiences and selected performance for these algorithms on: single and multiple GPUs; multi-core CPUs; a CellBE; and using OpenCL. We discuss programmer usability issues and the outlook and trends in multi-core programming for scienti c applications developers

Accelerating Reconfigurable Financial Computing

This thesis proposes novel approaches to the design, optimisation, and management of reconfigurable computer accelerators for financial computing. There are three contributions. First, we propose novel reconfigurable designs for derivative pricing using both Monte-Carlo and quadrature methods. Such designs involve exploring techniques such as control variate optimisation for Monte-Carlo, and multi-dimensional analysis for quadrature methods. Significant speedups and energy savings are achieved using our Field-Programmable Gate Array (FPGA) designs over both Central Processing Unit (CPU) and Graphical Processing Unit (GPU) designs. Second, we propose a framework for distributing computing tasks on multi-accelerator heterogeneous clusters. In this framework, different computational devices including FPGAs, GPUs and CPUs work collaboratively on the same financial problem based on a dynamic scheduling policy. The trade-off in speed and in energy consumption of different accelerator allocations is investigated. Third, we propose a mixed precision methodology for optimising Monte-Carlo designs, and a reduced precision methodology for optimising quadrature designs. These methodologies enable us to optimise throughput of reconfigurable designs by using datapaths with minimised precision, while maintaining the same accuracy of the results as in the original designs