Over the last month I have heard many Jacket customers talk about their use of the Jacket platform for MATLAB to solve optics problems. NASA and the University of Rochester are two that come to mind immediately. We found some work that has been done recently to show an example of how Jacket can be used to solve an Optical Flow problem using the Horn and Schunk method and thought it might be useful to share. In addition, last week Seth Benton, a blogger for dspreleated.com shares his experience in working with Jacket. After about a week of getting up to speed and running some examples his experience is worth sharing if you have not already seen it.
GPUs in quantitative analytics and finance
I have had a number of exchanges with the head of quantitative tools at the trading desk of one of the largest banks in Spain whose private banking subsidiary is considered one of the best boutique private banks. He is an enthusiast for getting indistinguishably close to the right answer very fast, so enjoys thinking about all sorts of optimization that could be done with his codes. He is confident that the area of greatest potential these days is figuring out how to squeeze out all the flops that come with GPUs. This is why he has shown interest in AccelerEyes and Jacket. Since he joined the bank, they have modernized all the pricing and marketing tools that were hard …
Jacket and GPUs show promise in Neuroscience with fMRI and SPM
For those of you interested in neuroscience and neuroimaging, you have probably heard of a software capability called SPM or Statistical Parametric Mapping developed by a group at University College London. Well, a group at Georgia Tech has been doing some work with Jacket and CUDA on SPM and have produced some initial results that show some promise. Being able to speed up the image analysis of functional MRI can benefit the medical community in a big way. AccelerEyes has been supporting these efforts at Georgia Tech and with the permission of the authors we have produced an initial look at their work. Enjoy. http://www.accelereyes.com/resources/spm-fmri
How long does it take to get 98X performance improvement with GPUs?
Well, here is a recent story with one of our customers that accomplished 98X performance speed up with Jacket in 16 days. Of the 16 days, 15 days were spent sending emails back and forth about the problem and less than a day was spent getting the customer code in Jacket and running some performance tests! Who would have imagined GPU programming with performance in 1 day. Happy Reading. Day 1: Customer uses inverse radon (or iradon in MATLAB terms) extensively for their back projection algorithms. They would like to know when the iradon function will be available/supported in Jacket. AccelerEyes product management informs the customer that the inverse radon algorithm used in MATLAB is based on the filtered back …