high performance computing on graphics processing units: hgpu.org

We advocate a domain specific software development methodology for heterogeneous computing platforms such as Multicore CPUs, GPUs and FPGAs. We argue that three specific benefits are realised from adopting such an approach: portable, efficient implementations across heterogeneous platforms; domain specific metrics of quality that characterise platforms in a form software developers will understand; automatic, optimal partitioning across the available computing resources. These three benefits allow a development methodology for software developers where they describe their computational problems in a single, easy to understand form, and after a modeling procedure on the available resources, select how they would like to trade between various domain specific metrics. Our work on the Forward Financial Framework (F^3) demonstrates this methodology in practise. We are able to execute a range of computational finance option pricing tasks efficiently upon a wide range of CPU, GPU and FPGA computing platforms. We can also create accurate financial domain metric models of walltime latency and statistical confidence. Furthermore, we believe that we can support automatic, optimal partitioning using this execution and modelling capability.