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

Indexed dependence metadata and its applications in software performance optimisation

To achieve continued performance improvements, modern microprocessor design is tending to concentrate an increasing proportion of hardware on computation units with less automatic management of data movement and extraction of parallelism. As a result, architectures increasingly include multiple computation cores and complicated, software-managed memory hierarchies. Compilers have difficulty characterizing the behaviour of a kernel in a general enough manner to enable automatic generation of efficient code in any but the most straightforward of cases. We propose the concept of indexed dependence metadata to improve application development and mapping onto such architectures. The metadata represent both the iteration space of a kernel and the mapping of that iteration space from a given index to the set of data elements that iteration might use: thus the dependence metadata is indexed by the kernel’s iteration space. This explicit mapping allows the compiler or runtime to optimise the program more efficiently, and improves the program structure for the developer. We argue that this form of explicit interface specification reduces the need for premature, architecture-specific optimisation. It improves program portability, supports intercomponent optimisation and enables generation of efficient data movement code. We offer the following contributions: an introduction to the concept of indexed dependence metadata as a generalisation of stream programming, a demonstration of its advantages in a component programming system, the decoupled access/execute model for C++ programs, and how indexed dependence metadata might be used to improve the programming model for GPU-based designs. Our experimental results with prototype implementations show that indexed dependence metadata supports automatic synthesis of double-buffered data movement for the Cell processor and enables aggressive loop fusion optimisations in image processing, linear algebra and multigrid application case studies

A reconfigurable real-time morphological system for augmented vision

There is a significant number of visually impaired individuals who suffer sensitivity loss to high spatial frequencies, for whom current optical devices are limited in degree of visual aid and practical application. Digital image and video processing offers a variety of effective visual enhancement methods that can be utilised to obtain a practical augmented vision head-mounted display device. The high spatial frequencies of an image can be extracted by edge detection techniques and overlaid on top of the original image to improve visual perception among the visually impaired. Augmented visual aid devices require highly user-customisable algorithm designs for subjective configuration per task, where current digital image processing visual aids offer very little user-configurable options. This paper presents a highly user-reconfigurable morphological edge enhancement system on field-programmable gate array, where the morphological, internal and external edge gradients can be selected from the presented architecture with specified edge thickness and magnitude. In addition, the morphology architecture supports reconfigurable shape structuring elements and configurable morphological operations. The proposed morphology-based visual enhancement system introduces a high degree of user flexibility in addition to meeting real-time constraints capable of obtaining 93 fps for high-definition image resolution

Improving Performance and Energy Efficiency of Heterogeneous Systems with rCUDA

Tesis por compendio[ES] En la última década la utilización de la GPGPU (General Purpose computing in Graphics Processing Units; Computación de Propósito General en Unidades de Procesamiento Gráfico) se ha vuelto tremendamente popular en los centros de datos de todo el mundo. Las GPUs (Graphics Processing Units; Unidades de Procesamiento Gráfico) se han establecido como elementos aceleradores de cómputo que son usados junto a las CPUs formando sistemas heterogéneos. La naturaleza masivamente paralela de las GPUs, destinadas tradicionalmente al cómputo de gráficos, permite realizar operaciones numéricas con matrices de datos a gran velocidad debido al gran número de núcleos que integran y al gran ancho de banda de acceso a memoria que poseen. En consecuencia, aplicaciones de todo tipo de campos, tales como química, física, ingeniería, inteligencia artificial, ciencia de materiales, etc. que presentan este tipo de patrones de cómputo se ven beneficiadas, reduciendo drásticamente su tiempo de ejecución. En general, el uso de la aceleración del cómputo en GPUs ha significado un paso adelante y una revolución. Sin embargo, no está exento de problemas, tales como problemas de eficiencia energética, baja utilización de las GPUs, altos costes de adquisición y mantenimiento, etc. En esta tesis pretendemos analizar las principales carencias que presentan estos sistemas heterogéneos y proponer soluciones basadas en el uso de la virtualización remota de GPUs. Para ello hemos utilizado la herramienta rCUDA, desarrollada en la Universitat Politècnica de València, ya que multitud de publicaciones la avalan como el framework de virtualización remota de GPUs más avanzado de la actualidad. Los resutados obtenidos en esta tesis muestran que el uso de rCUDA en entornos de Cloud Computing incrementa el grado de libertad del sistema, ya que permite crear instancias virtuales de las GPUs físicas totalmente a medida de las necesidades de cada una de las máquinas virtuales. En entornos HPC (High Performance Computing; Computación de Altas Prestaciones), rCUDA también proporciona un mayor grado de flexibilidad de uso de las GPUs de todo el clúster de cómputo, ya que permite desacoplar totalmente la parte CPU de la parte GPU de las aplicaciones. Además, las GPUs pueden estar en cualquier nodo del clúster, independientemente del nodo en el que se está ejecutando la parte CPU de la aplicación. En general, tanto para Cloud Computing como en el caso de HPC, este mayor grado de flexibilidad se traduce en un aumento hasta 2x de la productividad de todo el sistema al mismo tiempo que se reduce el consumo energético en un 15%. Finalmente, también hemos desarrollado un mecanismo de migración de trabajos de la parte GPU de las aplicaciones que ha sido integrado dentro del framework rCUDA. Este mecanismo de migración ha sido evaluado y los resultados muestran claramente que, a cambio de una pequeña sobrecarga, alrededor de 400 milisegundos, en el tiempo de ejecución de las aplicaciones, es una potente herramienta con la que, de nuevo, aumentar la productividad y reducir el gasto energético del sistema. En resumen, en esta tesis se analizan los principales problemas derivados del uso de las GPUs como aceleradores de cómputo, tanto en entornos HPC como de Cloud Computing, y se demuestra cómo a través del uso del framework rCUDA, estos problemas pueden solucionarse. Además se desarrolla un potente mecanismo de migración de trabajos GPU, que integrado dentro del framework rCUDA, se convierte en una herramienta clave para los futuros planificadores de trabajos en clusters heterogéneos.[CA] En l'última dècada la utilització de la GPGPU(General Purpose computing in Graphics Processing Units; Computació de Propòsit General en Unitats de Processament Gràfic) s'ha tornat extremadament popular en els centres de dades de tot el món. Les GPUs (Graphics Processing Units; Unitats de Processament Gràfic) s'han establert com a elements acceleradors de còmput que s'utilitzen al costat de les CPUs formant sistemes heterogenis. La naturalesa massivament paral·lela de les GPUs, destinades tradicionalment al còmput de gràfics, permet realitzar operacions numèriques amb matrius de dades a gran velocitat degut al gran nombre de nuclis que integren i al gran ample de banda d'accés a memòria que posseeixen. En conseqüència, les aplicacions de tot tipus de camps, com ara química, física, enginyeria, intel·ligència artificial, ciència de materials, etc. que presenten aquest tipus de patrons de còmput es veuen beneficiades reduint dràsticament el seu temps d'execució. En general, l'ús de l'acceleració del còmput en GPUs ha significat un pas endavant i una revolució, però no està exempt de problemes, com ara poden ser problemes d'eficiència energètica, baixa utilització de les GPUs, alts costos d'adquisició i manteniment, etc. En aquesta tesi pretenem analitzar les principals mancances que presenten aquests sistemes heterogenis i proposar solucions basades en l'ús de la virtualització remota de GPUs. Per a això hem utilitzat l'eina rCUDA, desenvolupada a la Universitat Politècnica de València, ja que multitud de publicacions l'avalen com el framework de virtualització remota de GPUs més avançat de l'actualitat. Els resultats obtinguts en aquesta tesi mostren que l'ús de rCUDA en entorns de Cloud Computing incrementa el grau de llibertat del sistema, ja que permet crear instàncies virtuals de les GPUs físiques totalment a mida de les necessitats de cadascuna de les màquines virtuals. En entorns HPC (High Performance Computing; Computació d'Altes Prestacions), rCUDA també proporciona un major grau de flexibilitat en l'ús de les GPUs de tot el clúster de còmput, ja que permet desacoblar totalment la part CPU de la part GPU de les aplicacions. A més, les GPUs poden estar en qualsevol node del clúster, sense importar el node en el qual s'està executant la part CPU de l'aplicació. En general, tant per a Cloud Computing com en el cas del HPC, aquest major grau de flexibilitat es tradueix en un augment fins 2x de la productivitat de tot el sistema al mateix temps que es redueix el consum energètic en aproximadament un 15%. Finalment, també hem desenvolupat un mecanisme de migració de treballs de la part GPU de les aplicacions que ha estat integrat dins del framework rCUDA. Aquest mecanisme de migració ha estat avaluat i els resultats mostren clarament que, a canvi d'una petita sobrecàrrega, al voltant de 400 mil·lisegons, en el temps d'execució de les aplicacions, és una potent eina amb la qual, de nou, augmentar la productivitat i reduir la despesa energètica de sistema. En resum, en aquesta tesi s'analitzen els principals problemes derivats de l'ús de les GPUs com acceleradors de còmput, tant en entorns HPC com de Cloud Computing, i es demostra com a través de l'ús del framework rCUDA, aquests problemes poden solucionar-se. A més es desenvolupa un potent mecanisme de migració de treballs GPU, que integrat dins del framework rCUDA, esdevé una eina clau per als futurs planificadors de treballs en clústers heterogenis.[EN] In the last decade the use of GPGPU (General Purpose computing in Graphics Processing Units) has become extremely popular in data centers around the world. GPUs (Graphics Processing Units) have been established as computational accelerators that are used alongside CPUs to form heterogeneous systems. The massively parallel nature of GPUs, traditionally intended for graphics computing, allows to perform numerical operations with data arrays at high speed. This is achieved thanks to the large number of cores GPUs integrate and the large bandwidth of memory access. Consequently, applications of all kinds of fields, such as chemistry, physics, engineering, artificial intelligence, materials science, and so on, presenting this type of computational patterns are benefited by drastically reducing their execution time. In general, the use of computing acceleration provided by GPUs has meant a step forward and a revolution, but it is not without problems, such as energy efficiency problems, low utilization of GPUs, high acquisition and maintenance costs, etc. In this PhD thesis we aim to analyze the main shortcomings of these heterogeneous systems and propose solutions based on the use of remote GPU virtualization. To that end, we have used the rCUDA middleware, developed at Universitat Politècnica de València. Many publications support rCUDA as the most advanced remote GPU virtualization framework nowadays. The results obtained in this PhD thesis show that the use of rCUDA in Cloud Computing environments increases the degree of freedom of the system, as it allows to create virtual instances of the physical GPUs fully tailored to the needs of each of the virtual machines. In HPC (High Performance Computing) environments, rCUDA also provides a greater degree of flexibility in the use of GPUs throughout the computing cluster, as it allows the CPU part to be completely decoupled from the GPU part of the applications. In addition, GPUs can be on any node in the cluster, regardless of the node on which the CPU part of the application is running. In general, both for Cloud Computing and in the case of HPC, this greater degree of flexibility translates into an up to 2x increase in system-wide throughput while reducing energy consumption by approximately 15%. Finally, we have also developed a job migration mechanism for the GPU part of applications that has been integrated within the rCUDA middleware. This migration mechanism has been evaluated and the results clearly show that, in exchange for a small overhead of about 400 milliseconds in the execution time of the applications, it is a powerful tool with which, again, we can increase productivity and reduce energy foot print of the computing system. In summary, this PhD thesis analyzes the main problems arising from the use of GPUs as computing accelerators, both in HPC and Cloud Computing environments, and demonstrates how thanks to the use of the rCUDA middleware these problems can be addressed. In addition, a powerful GPU job migration mechanism is being developed, which, integrated within the rCUDA framework, becomes a key tool for future job schedulers in heterogeneous clusters.This work jointly supported by the Fundación Séneca (Agencia Regional de Ciencia y Tecnología, Región de Murcia) under grants (20524/PDC/18, 20813/PI/18 and 20988/PI/18) and by the Spanish MEC and European Commission FEDER under grants TIN2015-66972-C5-3-R, TIN2016-78799-P and CTQ2017-87974-R (AEI/FEDER, UE). We also thank NVIDIA for hardware donation under GPU Educational Center 2014-2016 and Research Center 2015-2016. The authors thankfully acknowledge the computer resources at CTE-POWER and the technical support provided by Barcelona Supercomputing Center - Centro Nacional de Supercomputación (RES-BCV-2018-3-0008). Furthermore, researchers from Universitat Politècnica de València are supported by the Generalitat Valenciana under Grant PROMETEO/2017/077. Authors are also grateful for the generous support provided by Mellanox Technologies Inc. Prof. Pradipta Purkayastha, from Department of Chemical Sciences, Indian Institute of Science Education and Research (IISER) Kolkata, is acknowledged for kindly providing the initial ligand and DNA structures.Prades Gasulla, J. (2021). Improving Performance and Energy Efficiency of Heterogeneous Systems with rCUDA [Tesis doctoral]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/168081TESISCompendi

The Design of a System Architecture for Mobile Multimedia Computers

This chapter discusses the system architecture of a portable computer, called Mobile Digital Companion, which provides support for handling multimedia applications energy efficiently. Because battery life is limited and battery weight is an important factor for the size and the weight of the Mobile Digital Companion, energy management plays a crucial role in the architecture. As the Companion must remain usable in a variety of environments, it has to be flexible and adaptable to various operating conditions. The Mobile Digital Companion has an unconventional architecture that saves energy by using system decomposition at different levels of the architecture and exploits locality of reference with dedicated, optimised modules. The approach is based on dedicated functionality and the extensive use of energy reduction techniques at all levels of system design. The system has an architecture with a general-purpose processor accompanied by a set of heterogeneous autonomous programmable modules, each providing an energy efficient implementation of dedicated tasks. A reconfigurable internal communication network switch exploits locality of reference and eliminates wasteful data copies