Optimising Performance of Quadrature Methods with Reduced Precision

  • Anson H. T. Tse
  • Gary C. T. Chow
  • Qiwei Jin
  • David B. Thomas
  • Wayne Luk
Part of the Lecture Notes in Computer Science book series (LNCS, volume 7199)


This paper presents a generic precision optimisation methodology for quadrature computation targeting reconfigurable hardware to maximise performance at a given error tolerance level. The proposed methodology optimises performance by considering integration grid density versus mantissa size of floating-point operators. The optimisation provides the number of integration points and mantissa size with maximised throughput while meeting given error tolerance requirement. Three case studies show that the proposed reduced precision designs on a Virtex-6 SX475T FPGA are up to 6 times faster than comparable FPGA designs with double precision arithmetic. They are up to 15.1 times faster and 234.9 times more energy efficient than an i7-870 quad-core CPU, and are 1.2 times faster and 42.2 times more energy efficient than a Tesla C2070 GPU.


Option Price Integration Point Double Precision Quadrature Method Pareto Frontier 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  • Anson H. T. Tse
    • 1
  • Gary C. T. Chow
    • 1
  • Qiwei Jin
    • 1
  • David B. Thomas
    • 2
  • Wayne Luk
    • 1
  1. 1.Department of ComputingImperial College LondonUK
  2. 2.Department of Electrical and Electronic EngineeringImperial College LondonUK

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