n a g p a r i s280101

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The presentation will introduce Nvidia and the concept of GPU computing in the context of Financial Services industry. Customer successes are referenced where dramatic speed-ups in performance have been achieved.



2. Agenda Nvidia and HPC markets GPU Overview CUDA and OpenCL Current FS deployments NVIDIA Corporation 2009 3. CUDA Runs on NVIDIA GPUs Over 80 Million CUDA GPUs DeployedGeForceTeslaTMQuadroEntertainment High-Performance Computing Design & Creation NVIDIA Corporation 2009 4. 146X 36X 18X50X 100XMedical Imaging Molecular Dynamics Video TranscodingMatlab ComputingAstrophysicsU of Utah U of Illinois, UrbanaElemental Tech AccelerEyesRIKEN 50x 150x149X 47X20X 130X30X Financial simulationLinear Algebra 3D UltrasoundQuantum Chemistry Gene Sequencing Oxford Universidad JaimeTechniscanU of Illinois, UrbanaU of Maryland NVIDIA Corporation 2009 5. Options Pricing, Risk Modeling, Algorithmic TradingOptions pricing use Monte Carlo (MC) simulationsRandom Number Generators (RNG) are key to MCUp to 100x speed-up in RNGs using CUDA25-60x overall speedup in Monte Carlo simulations NVIDIA Corporation 2009 6. Co-ProcessingCPU GPUThe Right Processor for the Right Tasks NVIDIA Corporation 2009 7. The Performance Gap Widens Further8x double precision ECCL1, L2 Caches 1 TF Single Precision 4GB MemoryNVIDIA GPU NVIDIA Corporation 2009X86 CPU 8. Introducing the Fermi Architecture The Soul of a Supercomputer in the body of a GPU 3 billion transistorsDRAM I/FDRAM I/FDRAM I/F Over 2 the cores (512 total) 8 the peak DP performanceDRAM I/FDRAM I/FHOST I/F ECCL2 L1 and L2 cachesGiga ThreadDRAM I/FDRAM I/F ~2 memory bandwidth (GDDR5) Up to 1 Terabyte of GPU memoryDRAM I/FDRAM I/FDRAM I/F Concurrent kernels Hardware support for C++ NVIDIA Corporation 2009 9. NVIDIA Compute ProductsBoard Level Products 1U Server Product1 Tesla GPU 4 Tesla GPUsWorkstation Product Data Center ProductOEM Product NVIDIA Corporation 2009 10. CUDA C and OpenCL Momentum Over 100,000,000 installed CUDA- Architecture GPUsGPU Computing Applications Over 60,000 GPU Computing Developers (1/09)Windows, Linux and MacOS Platforms C OpenCLDirectX FORTRANPython, supportedCompute Java, With CUDA Extensions Over 60,000 developers 1st GPU demo Microsofts GPU MicrosoftSW supplied by:Compute Kernels GPU Computing spansShipped 1st OpenCL Computing API The Portland Group Driver API Bindings Consumer applications Running in ProductionDriver Supports all CUDA-CUDA- NCSA release since 2008 to HPC Strategic developers Architecture GPUs SDK + Libs + Visual Libsince G80 (DX10 andusing NV SW today Profiler and Debugger future DX11 GPUs) 200+ Universities teaching the CUDA Architecture and GPU Computing NVIDIA GPU with the CUDA Parallel Computing Architecture NVIDIA Corporation 2009 11. NVIDIA NexusNexus is a GPU application development suite that integratesdirectly into Visual Studio. A C/CUDA source debugger for both the CUDA runtime and driver API New C/CUDA performance analysis/trace tools NVIDIA Corporation 2009 12. FSI CUSTOMER DEPLOYMENTS NVIDIA Corporation 2009 13. Case Study: Equity Derivatives 1515x Faster 12 Tesla S107016x Less Space500 CPU Cores$24 K10x Lower Cost $250 K2.8 KWatts 13x Lower Power37.5 KWattsSource: BNP Paribas, March 4, 2009 NVIDIA Corporation 2009 14. Case Study: Security Pricing2 hours 8x Faster 16 hours48 Tesla S1070 10x Less Space 8000 CPU Cores Source: Wall Street & Technology, September 24, 2009 NVIDIA Corporation 2009


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