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London Mathematica HPC Conference 2008

Presentation Abstracts

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Mellanox Technologies

Maximizing Productivity for Technical Computing

The increasing demand for computing power in scientific and engineering applications has spurred the deployment of high-performance computing clusters. With the growing size of clusters and numbers of CPU cores per cluster server node, not only do the traditional demands from the cluster interconnect increase dramatically, but new demands are introduced. The cluster interconnect needs to provide balanced throughput and latency to address the IO requirements of each CPU core and to maintain high network utilization for maximizing highest productivity. Mellanox Technologies, the leader of industry-standard, high-performance InfiniBand and 10Gigabit Ethernet solutions, provides a commodity, high-performance interconnect fabric, which maximizes the technical cluster utilization and efficiency. The usage of Mellanox interconnect solutions with gridMathematica provides the most productive compute systems for research, engineering, and analysis applications.

Speaker: Gilad Shainer

Microsoft and UnRisk Consortium
Dell

Financial Real-Time Risk Management as an Application of Mathematica on HPC

Microsoft HPC provides a scalable platform for applications built on gridMathematica. An example of one such application is UnRisk FACTORY. After introducing Windows HPC, we will present the basic concepts of the UnRisk FACTORY as a high-performance solution for financial risk management. These are the main components of the UnRisk FACTORY:

  • The UnRisk database holds termsheet information on structured financial instruments, historical valuation results under user-defined scenarios, and schedules for valuation.
  • The UnRisk Service is a coarse-grain-parallelization of the valuation tasks, based on gridMathematica.
  • The UnRisk adapter is the interface to market data held either in proprietary databases of the customer or provided by information providers.
  • A scalable number-crunching force of UnRisk engines running under Microsoft Windows or Microsoft Compute Cluster carry out the valuation itself.

Dell Computers Ltd., in conjunction with Microsoft and UnRisk, has created preconfigured solution packages that link standards-based servers together to act as a single, powerful compute engine. We will also discuss how, by using off-the shelf, standardised components, Dell customers can expand their clusters easily with new technologies to meet increased demand while reducing the risk of a more proprietary solution.

Speakers: Michael Newberry, Microsoft, and Andreas Binder, UnRisk Consortium

Platform Computing

High-Performance Computing Made Simple

Distributed computing and cluster technologies have become part of mainstream computing. This enables scientists, engineers, and industry experts to rely on the ability to rapidly process complex datasets to solve computation- and data-intensive problems. While the availability of grid and cluster technologies has brought considerable capabilities to users, the increased administration efforts and programming complexity required by these technologies have significantly reduced their ease of use. For most organizations, the challenge is to make the powerful computational resources and capacity of grid and cluster computing available to their users.

Platform Computing makes high-performance computing simple and affordable with a family of products for cluster installation and parallel processing, as well as workload, job, and task management for distributed computing environments. This presentation will describe the implementation of cluster technology and how Platform products integrate with gridMathematica.

Speaker: Chris Dudding

Sun Microsystems

An Infrastructure for High-Performance Computation with Mathematica 6

High-performance computing, once the domain of exotic CPU architectures and arcane programming practices, is fast becoming a staple of commercial computation. Commodity systems, tightly integrated middleware, and significantly more capable application software facilitate the solution of academic, scientific, and commercial problems that can generate new business value. The changing nature of today's compute infrastructure will be examined in light of the latest capabilities for parallel computation found in Mathematica 6.

Speaker: James Coomer



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