Methods and systems for computing platform

• US 20070192241A1
• Filed: 11/15/2006
• Published: 08/16/2007
• Est. Priority Date: 12/02/2005
• Status: Active Grant

• Current Assignee: Kumar Metlapalli
• Original Assignee: Kumar Metlapalli
• Inventors: Metlapalli, Kumar
• Granted Patent: US 7,716,100 B2
• Time in Patent Office: Days
• US Class Current: 705/38
• CPC Class Codes: G06F 15/7867 with reconfigurable architecture
• CPC Class Codes: G06Q 40/00 Finance; Insurance; Tax strategies; Processing of corporate or income taxes
• CPC Class Codes: G06Q 40/03 Credit; Loans; Processing thereof

Abstract

Hardware accelerated analytical computing apparatus, method and system includes one or more analytical processing units. Each processing unit is formed of a respective field programmable gate array (FPGA) and performs a respective analytical operation. An application interface enables use of respective desired ones of the analytical processing units by one or more computer application programs. Different computer application programs utilize different ones of the analytical processing units. Each computer application program performs a respective analytical computation. Alternatively, an application program may be programmed into one of the FPGA'"'"'s.

Claims

1. Analytical computing apparatus comprising:

one or more analytical processing units, each unit being formed of a respective field programmable gate array and performing a respective analytical operation; and

an application interface enabling use of respective desired ones of the analytical processing units by one or more computer application programs, different computer application programs utilizing different ones of the analytical processing units, each computer application program performing a respective analytical computation, such that the analytical computing apparatus provides a hardware accelerated numerical system and analysis.

2. Apparatus as claimed in claim 1 wherein the respective analytical operations of the analytical processing units include any of algebraic operations, statistical operations and real time matrix operations.

3. Apparatus as claimed in claim 2 wherein the algebraic operations include matrix mathematics operations and linear equation solving.

4. Apparatus as claimed in claim 2 wherein the statistical operations include random number generation, variance-covariance matrix construction, correlation matrix construction, maximum likelihood estimation, and non-stationary correlation among a time series.

5. Apparatus as claimed in claim 2 wherein the real time matrix operations include option pricing, pricing mortgage backed securities, interest rate prediction and foreign exchange rate prediction.

6. Apparatus as claimed in claim 1 wherein the computer application programs include analytical financial applications implementing any of portfolio value at risk calculations, portfolio optimization, alpha back testing, algorithm trading and multivariant regulation analysis.

7. A method for analytical computing comprising:

providing one or more analytical processing units, each unit being formed of a respective field programmable gate array and performing a respective analytical operation; and

enabling use of respective desired ones of the analytical processing units by one or more computer application programs, different computer application programs utilizing different ones of the analytical processing units, each computer application program performing a respective analytical computation, such that a hardware accelerated numerical system and analysis results.

8. The method as claimed in claim 7 wherein the respective analytical operations of the analytical processing units include any of algebraic operations, statistical operations and real time matrix operations.

9. The method as claimed in claim 8 wherein the algebraic operations include matrix mathematics operations and linear equation solving.

10. The method as claimed in claim 8 wherein statistical operations include random number generation, variance-covariance matrix construction, correlation matrix construction, maximum likelihood estimation, and non-stationary correlation among a time series.

11. The method as claimed in claim 8 wherein the real time matrix operations include option pricing, pricing mortgage backed securities, interest rate prediction and foreign exchange rate prediction.

12. The method as claimed in claim 7 wherein the computer application programs include analytical financial applications implementing any of portfolio value at risk calculations, portfolio optimization, alpha back testing, algorithm trading and multivariant regulation analysis.

13. Computer apparatus for analytical computing, comprising

a plurality of analytical processing means, each processing means being formed of a respective field programmable gate array (FPGA) and performing a respective analytical operation;

and

application interface means for enabling use of respective desired ones of the analytical processing means by one or more computer application programs, different computer application programs utilizing different ones of the analytical processing means, each computer application program performing a respective analytical computation,

wherein the plurality of analytical processing means together with the application interface means provides a hardware accelerated numerical system and analysis.

14. Computer apparatus as claimed in claim 13 wherein the respective analytical operations of the analytical processing means include any of algebraic operations, statistical operations and real time matrix operations.

15. Computer apparatus as claimed in claim 14 wherein the algebraic operations include matrix mathematics operations and linear equation solving.

16. Computer apparatus as claimed in claim 14 wherein the statistical operations include random number generation, variance-covariance matrix construction, correlation matrix construction, maximum likelihood estimation, and non-stationary correlation among a time series.

17. Computer apparatus as claimed in claim 14 wherein the real time matrix operations include option pricing, pricing mortgage backed securities, interest rate prediction and foreign exchange rate prediction.

18. Computer apparatus as claimed in claim 13 wherein the computer application programs include analytical financial applications implementing any of portfolio value at risk calculations, portfolio optimization, alpha back testing, algorithm trading and multi-variant regulation analysis.

19. Computer apparatus as claimed in claim 13 further comprising an application program coupled to one of the analytical processing means in a manner such that the application program is carried on the FPGA of the one analytical processing means.

20. Computer apparatus as claimed in claim 19 wherein the application program coupled to the one analytical processing means is carried on a respective PCI board.

21. A computer system for analytical computing comprising:

a CPU coupled to a mother board;

a plurality of processing boards each coupled to the mother board and having one or more respective analytical processing units, each processing unit being formed of a respective field programmable gate array and performing a respective analytical operation;

working memory coupled to the motherboard; and

system communication interface for elements on the motherboard and for enabling use of respective desired ones of the analytical processing units by one or more computer application programs, different computer application programs utilizing different ones of the analytical processing units, each computer application program performing a respective analytical computation, in a manner such that a hardware accelerated numerical system and analysis results.

22. A computer system as claimed in claim 21 wherein the respective analytical operations of the analytical processing units include any of algebraic operations, statistical operations and real time matrix operations.

23. A computer system as claimed in claim 22 wherein:

the algebraic operations include matrix mathematics operations and linear equation solving;

the statistical operations include random number generation, variance-covariance matrix construction, correlation matrix construction, maximum likelihood estimation, and non-stationary correlation among a time series; and

the real time matrix operations include option pricing, pricing mortgage backed securities, interest rate prediction and foreign exchange rate prediction.