Methods and systems for computing platform

• US 7,716,100 B2
• Filed: 11/15/2006
• Issued: 05/11/2010
• Est. Priority Date: 12/02/2005
• Status: Expired due to Fees

• Current Assignee: Kuberre Systems, Inc.
• Original Assignee: Kuberre Systems, Inc.
• Inventors: Metlapalli, Kumar C.
• Primary Examiner(s): Trammell; James P
• Assistant Examiner(s): Basit; Abdul
• Application Number:
  US11/599,911
• Publication Number:
  US 20070192241A1
• Time in Patent Office: 1,273 Days
• Field of Search: 705/35, 705/38
• US Class Current: 705/35
• 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. An analytical computing apparatus comprising:

one or more analytical processing units carried on one or more computer processing cards, each unit being formed of a respective field programmable gate array and performing a respective analytical operation, the analytical processing units being configured to allow different analytical operations to be performed in parallel by different field programmable gate arrays on the one or more computer processing cards in a manner such that the analytical processing units enable massively parallel computation, in a single computer, on the order of at least hundreds to thousands of double precision numbers; and

an application interface enabling use, including parallel use, of respective desired ones of the analytical processing units by one or more computer application programs, the application interface selectively interacting with different ones of the analytical processing units in a manner allowing different computer application programs to utilize different ones of the analytical processing units and to perform massively parallel computations that allow hundreds to thousands of double precision numbers, each computer application program performing a respective analytical computation through respective ones of the analytical processing units, such that the analytical computing apparatus in a single computer provides a massively parallel 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 of forming massively parallel computing apparatus comprising:

distributing one or more analytical processing units on one or more computer processing cards of a computer in a manner supporting multiple application programs, each analytical processing unit being formed of a respective field programmable gate array and performing a respective analytical operation, the analytical processing units being configured to allow different analytical operations to be performed in parallel by different field programmable gate arrays on the one or more computer processing cards; and

providing an application interface between the analytical processing units and application programs, the application interface interacting with and using in parallel respective desired ones of the analytical processing units by one or more computer application programs in a manner enabling massively parallel computation on the order of at least hundreds to thousands of double precision numbers, different computer application programs utilizing different ones of the analytical processing units and performing massively parallel computations, each computer application program performing a respective analytical computation through respective ones of the analytical processing units, such that a hardware accelerated numerical system and analysis in a single computer results and a massively parallel computer system capable of hundreds to thousands of double precision numbers 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. A Computer system for analytical computing, comprising:

one or more computer processing cards;

a plurality of analytical processing means carried on the computer processing cards, each processing means being formed of a respective field programmable gate array (FPGA) and performing a respective analytical operation, configuration of the plurality of analytical processing means across the one or more computer processing cards enabling massively parallel computation on the order of at least hundreds to thousands of double precision numbers by the analytical processing means being configured to allow different analytical operations to be performed in parallel by different field programmable gate arrays on the one or more computer processing cards; and

application interface means for enabling use, including parallel use, of respective desired ones of the analytical processing means by one or more computer application programs, the application interface means selectively interacting with different ones of the analytical processing units in a manner allowing different computer application programs to utilize different ones of the analytical processing means and to perform massively parallel computations that allow hundreds to thousands of double precision numbers, each computer application program performing a respective analytical computation through respective ones of the analytical processing units,

wherein the plurality of analytical processing means together with the application interface means in a single computer provides massively parallel computational processing and hardware acceleration.

14. The computer system 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. The computer system as claimed in claim 14 wherein the algebraic operations include matrix mathematics operations and linear equation solving.

16. The computer system 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. The computer system 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. The computer system 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. The computer system 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. The computer system 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, the analytical processing units being configured to allow different analytical operations to be performed in parallel by different field programmable gate arrays on the one or more computer processing cards;

working memory coupled to the motherboard; and

a system communication interface to elements on the motherboard and configured for enabling parallel use of respective desired ones of the analytical processing units by one or more computer application programs, the system communication interface selectively interacting with different ones of the analytical processing units in a manner allowing different computer application programs to utilize different ones of the analytical processing units and enabling massively parallel computational processing on the order of at least hundreds to thousands of double precision numbers, each computer application program performing a respective analytical computation, in a manner such that in a single computer (i) parallel computation through the analytical processing units is enabled and (ii) 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.