Issues in (Financial) High Performance Computing John Darlington Director Imperial College Internet Centre Fast Financial Algorithms and Computing 4th July 2007 Issues in (Financial) High Performance Computing John Darlington Director Imperial College Internet Centre Fast Financial Algorithms and Computing 4th July 2007

Building (rebuilding) complex applications Component-based software Mapping to complex (dynamically changing) machines Intelligent implementation and resource selection Resource procurement and maintenance On-demand utility computing Capacity planning Stochastic optimisation Building (rebuilding) complex applications Component-based software Mapping to complex (dynamically changing) machines Intelligent implementation and resource selection Resource procurement and maintenance On-demand utility computing Capacity planning Stochastic optimisation

Abstraction Levels for Components = Roles = Sources of Information ~ captured as meta-data Developer (Algorithm Designer) Produces Implementations Scientist (Analyst) Designs Useful Components User (Front Desk Trader or Business Team) Composes and Executes Application Abstraction Levels for Components = Roles = Sources of Information ~ captured as meta-data Developer (Algorithm Designer) Produces Implementations Scientist (Analyst) Designs Useful Components User (Front Desk Trader or Business Team) Composes and Executes Application Component Abstraction Levels

Separation of Concerns: Meaning, Behaviour & Implementation Linear Solver Matrix Vector Matrix Vector Jacobi Matrix Vector LU Vector Push Model Pull Model Parallel LU Sequential LU

End-User: Application Structure Composes application Connections between ports Ports are typed Composes application Connections between ports Ports are typed Mesh Generator Finite Element Model Time Integrator Temporal Boundaries Spatial Boundaries Numerical Solver Time Dependent PDE

Scientist: Component Meaning Defines Component Abstraction Ports Meaning of methods Data Flow Ontology of component Semantic Constraints e.g. conditional numerical stability Defines Component Abstraction Ports Meaning of methods Data Flow Ontology of component Semantic Constraints e.g. conditional numerical stability

Implementer: Performance Characteristics Implements component Information to support decision making: Communication Properties Performance Model (More Later) Platform Constraints Required Libraries (e.g. BLAS, LAPACK, MPI) Information to enable execution: Configurations Execution Environment Implements component Information to support decision making: Communication Properties Performance Model (More Later) Platform Constraints Required Libraries (e.g. BLAS, LAPACK, MPI) Information to enable execution: Configurations Execution Environment

Deployment of Components Component Design Tools ScientistDeveloper Implementation Annotating Tools Repository Application Design Tools End User Application Description Document Code Application Mapper Code Run-Time Representation Grid Container Access Resource Information APO Application Proxy Object RTR Code

Information Flow Run Time Representation Application Mapper Execution Plan Component Meta-Data Application Description Implementation Meta-Data Composite Performance Model User Requirements Resource Information

Information Capture & Utilisation User Requirements Software & Hardware Capabilities Software Component Meta-data Resource Meta-data Application Structure Selection Policy User Rights Application as Interactive Service Meaning Implementation Behaviour Hardware Characteristics Usage Policy Resource State Composite Application Workflow Model Performance Model Execution Plan

A Market for Computational Services

Computational Markets

The Utility Market Amazon Elastic Compute Cloud (Amazon EC2) - Limited Beta Amazon Elastic Compute Cloud (Amazon EC2) is a web service that provides resizable compute capacity in the cloud. It is designed to make web-scale computing easier for developers

Infrastructure Providers Utility Providers Service Hosters Mobile Phone / PDA Laptop Interactive TV Mobile Phone / PDA Laptop Interactive TV Data and Services myLife Anatomy of the New Internet Network ComputerInternet Power Broker The Service Economy

Capacity Planning: Stochastic Optimisation (Patel, Afzal) deployable software Queuing services Require reservation

Plug various scheduling algorithms within the scheduler of broker 2-stage stochastic programming approach Schedule each and every task of workflows individually Global workload allocation Schedule a collection of workflow jobs Combined Use both techniques to perform further optimisation Other traditional algorithms Uses CPLEX 9.0 to perform deterministic/stochastic optimisation Automatically generate constraint equations and optimisation programs QoS-constrained workflows Simple and complex workflows, heterogenous workload Deadline requirements (complete in time t from now) Cost requirements (should cost only as per the budget specified) Reliability requirements (should execute with certain reliability) Arrive with general inter-arrival time distribution Plug various scheduling algorithms within the scheduler of broker 2-stage stochastic programming approach Schedule each and every task of workflows individually Global workload allocation Schedule a collection of workflow jobs Combined Use both techniques to perform further optimisation Other traditional algorithms Uses CPLEX 9.0 to perform deterministic/stochastic optimisation Automatically generate constraint equations and optimisation programs QoS-constrained workflows Simple and complex workflows, heterogenous workload Deadline requirements (complete in time t from now) Cost requirements (should cost only as per the budget specified) Reliability requirements (should execute with certain reliability) Arrive with general inter-arrival time distribution