Friday, February 19, 2010

Re Microsoft HPC Server 2008

Microsoft is targeting Financial Markets with its new, I could say, product Microsoft HPC (High Performance Computing) Server 2008.

It is indeed new, because it is in “beta” and the latest news from Microsoft HPC Server 2008 team’s blog dates with Nov 2009:

It is also free for evaluation from Microsoft web site:

I also heard that, while most of the financial market providers use Real Time Linux based systems, London Stock Exchange (together with Microsoft) is trying ( to achieve the desired real time/latency related requirements with Windows based solutions and I guess they will switch to using Microsoft HPC Server 2008 soon.

In the meantime, Wikipedia suggests that some configurations using Microsoft HPC Server 2008 succeeded to rank the 23rd position in the list of top 500 fastest super-computers:

Thursday, February 18, 2010

Re DirectCompute API (high speed calculations)

This is just a brief introduction to the subject. Few years ago programmers realized that GPU (graphical processor unit, those on NVIDIA and ATI) can be used for various (Float Point, Matrix/Vector, etc.) calculations. So NVIDIA started its CUDA project:

Recently (almost), Microsoft decided to continue this idea in a more standard way, by defining DirectCompute API, as part of DirectX:

And Microsoft decided to develop Windows 7 based on this addition to DirectX:

So, it seems that DirectCompute is going to become standard API for super fast calculations in Windows, especially in finance for real time pricing computation.