Imperial College London

ProfessorWayneLuk

Faculty of EngineeringDepartment of Computing

Professor of Computer Engineering
 
 
 
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Contact

 

+44 (0)20 7594 8313w.luk Website

 
 
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Location

 

434Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Publication Type
Year
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555 results found

Fu H, He C, Luk W, Li W, Yang Get al., A nanosecond-level hybrid table design for financial market data generators, The 25th IEEE International Symposium on Field-Programmable Custom Computing Machines, Publisher: IEEE

This paper proposes a hybrid sorted table designfor minimizing electronic trading latency, with three maincontributions. First, a hierarchical sorted table with twolevels, a fast cache table in reconfigurable hardware storingmegabytes of data items and a master table in software storinggigabytes of data items. Second, a full set of operations,including insertion, deletion, selection and sorting, for thehybrid table with latency in a few cycles. Third, an on-demand synchronization scheme between the cache table andthe master table. An implementation has been developed thattargets an FPGA-based network card in the environment of theChina Financial Futures Exchange (CFFEX) which sustains 1-10Gb/s bandwidth with latency of 400 to 700 nanoseconds,providing an 80- to 125-fold latency reduction compared to afully optimized CPU-based solution, and a 2.2-fold reductionover an existing FPGA-based solution.

CONFERENCE PAPER

Shao S, Guo L, Guo C, Chau T, Thomas DB, LUk W, Weston Set al., Recursive pipelined genetic propagation for bilevel optimisation, FPL

CONFERENCE PAPER

Arram J, Kaplan T, Luk W, Jiang Pet al., 2017, Leveraging FPGAS for accelerating short read alignment, IEEE/ACM Transactions on Computational Biology and Bioinformatics, Vol: 14, Pages: 668-677, ISSN: 1545-5963

© 2004-2012 IEEE. One of the key challenges facing genomics today is how to efficiently analyze the massive amounts of data produced by next-generation sequencing platforms. With general-purpose computing systems struggling to address this challenge, specialized processors such as the Field-Programmable Gate Array (FPGA) are receiving growing interest. The means by which to leverage this technology for accelerating genomic data analysis is however largely unexplored. In this paper, we present a runtime reconfigurable architecture for accelerating short read alignment using FPGAS. This architecture exploits the reconfigurability of FPGAS to allow the development of fast yet flexible alignment designs. We apply this architecture to develop an alignment design which supports exact and approximate alignment with up to two mismatches. Our design is based on the FM-index, with optimizations to improve the alignment performance. In particular, the $n$ -step FM-index, index oversampling, a seed-and-compare stage, and bi-directional backtracking are included. Our design is implemented and evaluated on a 1U Maxeler MPC-X2000 dataflow node with eight Altera Stratix-V FPGAS. Measurements show that our design is 28 times faster than Bowtie2 running with 16 threads on dual Intel Xeon E5-2640 CPUs, and nine times faster than Soap3-dp running on an NVIDIA Tesla C2070 GPU.

JOURNAL ARTICLE

Burovskiy P, Grigoras P, Sherwin S, Luk Wet al., 2017, Efficient assembly for high-order unstructured FEM meshes (FPL 2015), ACM Transactions on Reconfigurable Technology and Systems, Vol: 10, ISSN: 1936-7406

© 2017 ACM. The Finite Element Method (FEM) is a common numerical technique used for solving Partial Differential Equations on large and unstructured domain geometries. Numerical methods for FEM typically use algorithms and data structures which exhibit an unstructured memory access pattern. This makes acceleration of FEM on Field-Programmable Gate Arrays using an efficient, deeply pipelined architecture particularly challenging. In this work, we focus on implementing and optimising a vector assembly operation which, in the context of FEM, induces the unstructured memory access. We propose a dataflow architecture, graphbased theoretical model, and design flow for optimising the assembly operation for spectral/hp finite element method on reconfigurable accelerators. We evaluate the proposed approach on two benchmark meshes and show that the graph-theoretic method of generating a static data access schedule results in a significant improvement in resource utilisation compared to prior work. This enables supporting larger FEM meshes on FPGA than previously possible.

JOURNAL ARTICLE

Funie AI, Guo L, Niu X, Luk W, Salmon Met al., 2017, Custom framework for run-time trading strategies, Pages: 154-167, ISSN: 0302-9743

© Springer International Publishing AG 2017. A trading strategy is generally optimised for a given market regime. If it takes too long to switch from one trading strategy to another, then a sub-optimal trading strategy may be adopted. This paper proposes the first FPGA-based framework which supports multiple trend-following trading strategies to obtain accurate market characterisation for various financial market regimes. The framework contains a trading strategy kernel library covering a number of well-known trend-following strategies, such as “triple moving average”. Three types of design are targeted: a static reconfiguration trading strategy (SRTS), a full reconfiguration trading strategy (FRTS), and a partial reconfiguration trading strategy (PRTS). Our approach is evaluated using both synthetic and historical market data. Compared to a fully optimised CPU implementation, the SRTS design achieves 11 times speedup, the FRTS design achieves 2 times speedup, while the PRTS design achieves 7 times speedup. The FRTS and PRTS designs also reduce the amount of resources used on chip by 29% and 15% respectively, when compared to the SRTS design.

CONFERENCE PAPER

Gan L, Fu H, Mencer O, Luk W, Yang Get al., 2017, Data Flow Computing in Geoscience Applications, Editors: Hurson, Milutinovic, Publisher: ELSEVIER ACADEMIC PRESS INC, Pages: 125-158, ISBN: 978-0-12-811955-6

BOOK CHAPTER

Grigoras P, Burovskiy P, Arram J, Niu X, Cheung K, Xie J, Luk Wet al., 2017, Dfesnippets: An open-source library for dataflow acceleration on FPGAs, Pages: 299-310, ISSN: 0302-9743

© Springer International Publishing AG 2017. Highly-tuned FPGA implementations can achieve significant performance and power efficiency gains over general purpose hardware. However the limited development productivity has prevented mainstream adoption of FPGAs in many areas such as High Performance Computing. High level standard development libraries are increasingly adopted in improving productivity. We propose an approach for performance critical applications including standard library modules, benchmarking facilities and application benchmarks to support a variety of usecases. We implement the proposed approach as an open-source library for a commercially available FPGA system and highlight applications and productivity gains.

CONFERENCE PAPER

Inggs G, Thomas DB, Luk W, 2017, A Domain Specific Approach to High Performance Heterogeneous Computing, IEEE TRANSACTIONS ON PARALLEL AND DISTRIBUTED SYSTEMS, Vol: 28, Pages: 2-15, ISSN: 1045-9219

JOURNAL ARTICLE

Leong PHW, Amano H, Anderson J, Bertels K, Cardoso JMP, Diessel O, Gogniat G, Hutton M, Lee J, Luk W, Lysaght P, Platzner M, Prasanna VK, Rissa T, Silvano C, So HK-H, Wang Yet al., 2017, The First 25 Years of the FPL Conference: Significant Papers, ACM TRANSACTIONS ON RECONFIGURABLE TECHNOLOGY AND SYSTEMS, Vol: 10, ISSN: 1936-7406

JOURNAL ARTICLE

Li T, Heinis T, Luk W, 2017, ADvaNCE - Efficient and Scalable Approximate Density-Based Clustering Based on Hashing, INFORMATICA, Vol: 28, Pages: 105-130, ISSN: 0868-4952

JOURNAL ARTICLE

Zhao R, Niu X, Wu Y, Luk W, Liu Qet al., 2017, Optimizing CNN-based object detection algorithms on embedded FPGA platforms, Pages: 255-267, ISSN: 0302-9743

© Springer International Publishing AG 2017. Algorithms based on Convolutional Neural Network (CNN) have recently been applied to object detection applications, greatly improving their performance. However, many devices intended for these algorithms have limited computation resources and strict power consumption constraints, and are not suitable for algorithms designed for GPU workstations. This paper presents a novel method to optimise CNNbased object detection algorithms targeting embedded FPGA platforms. Given parameterised CNN hardware modules, an optimisation flow takes network architectures and resource constraints as input, and tunes hardware parameters with algorithm-specific information to explore the design space and achieve high performance. The evaluation shows that our design model accuracy is above 85% and, with optimised configuration, our design can achieve 49.6 times speed-up compared with software implementation.

CONFERENCE PAPER

Arram J, Pflanzer M, Kaplan T, Luk Wet al., 2016, FPGA acceleration of reference-based compression for genomic data, Pages: 9-16

CONFERENCE PAPER

Cardoso JMP, Coutinho JGF, Carvalho T, Diniz PC, Petrov Z, Luk W, Gonçalves Fet al., 2016, Performance-driven instrumentation and mapping strategies using the LARA aspect-oriented programming approach, Software - Practice and Experience, Vol: 46, Pages: 251-287, ISSN: 0038-0644

JOURNAL ARTICLE

Grigoras P, Burovskiy P, Luk W, 2016, CASK - Open-source custom architectures for sparse kernels, Pages: 179-184

CONFERENCE PAPER

Grigoras P, Burovskiy P, Luk W, Sherwin Set al., 2016, Optimising Sparse Matrix Vector multiplication for large scale FEM problems on FPGA

CONFERENCE PAPER

Guo L, Funie AI, Thomas DB, Fu H, Luk Wet al., 2016, Parallel Genetic Algorithms on Multiple FPGAs, ACM SIGARCH Computer Architecture News, Vol: 43, Pages: 86-93, ISSN: 0163-5964

JOURNAL ARTICLE

Hmid SN, Coutinho JGF, Luk W, 2016, A Transfer-Aware Runtime System for Heterogeneous Asynchronous Parallel Execution, ACM SIGARCH Computer Architecture News, Vol: 43, Pages: 40-45, ISSN: 0163-5964

JOURNAL ARTICLE

Hung E, Todman T, Luk W, 2016, Transparent In-Circuit Assertions for FPGAs, IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems, Pages: 1-1, ISSN: 0278-0070

JOURNAL ARTICLE

Kurek M, Becker T, Guo C, Denholm S, Funie AI, Salmon M, Todman T, Luk Wet al., 2016, Self-aware hardware acceleration of financial applications on a heterogeneous cluster, Natural Computing Series, Pages: 241-260

© Springer International Publishing Switzerland 2016. This chapter describes self-awareness in four financial applications. We apply some of the design patterns of Chapter 5 and techniques of Chapter 7. We describe three applications briefly, highlighting the links to self-awareness and self-expression. The applications are (i) a hybrid genetic programming and particle swarm optimisation approach for high-frequency trading, with fitness function evaluation accelerated by FPGA; (ii) an adaptive point process model for currency trading, accelerated by FPGA hardware; (iii) an adaptive line arbitrator synthesising high-reliability and low-latency feeds from redundant data feeds (A/B feeds) using FPGA hardware. Finally, we describe in more detail a generic optimisation approach for reconfigurable designs automating design optimisation, using reconfigurable hardware to speed up the optimisation process, applied to applications including a quadrature-based financial application. In each application, the hardware-accelerated self-aware approaches give significant benefits: up to 55× speedup for hardware-accelerated design optimisation compared to software hill climbing.

BOOK CHAPTER

Kurek M, Deisenroth MP, Luk W, Todman Tet al., 2016, Knowledge Transfer in Automatic Optimisation of Reconfigurable Designs, Pages: 84-87

CONFERENCE PAPER

Li T, Heinis T, Luk W, 2016, Hashing-based approximate DBSCAN, Pages: 31-45, ISSN: 0302-9743

CONFERENCE PAPER

Lindsey B, Leslie M, Luk W, 2016, A Domain Specific Language for accelerated Multilevel Monte Carlo simulations, Pages: 99-106, ISSN: 1063-6862

CONFERENCE PAPER

Luk W, Atasu K, Dimond R, Mencer Oet al., 2016, Towards optimal custom instruction processors

CONFERENCE PAPER

Ma Y, Zhang C, Luk W, 2016, Hybrid two-stage HW/SW partitioning algorithm for dynamic partial reconfigurable FPGAs, Qinghua Daxue Xuebao/Journal of Tsinghua University, Vol: 56, ISSN: 1000-0054

JOURNAL ARTICLE

Niu X, Ng N, Yuki T, Wang S, Yoshida N, Luk Wet al., 2016, EURECA Compilation: Automatic Optimisation of Cycle-Reconfigurable Circuits, 26th International Conference on Field-Programmable Logic and Applications (FPL), Publisher: IEEE, ISSN: 1946-1488

CONFERENCE PAPER

Niu X, Todman T, Luk W, 2016, Self-adaptive hardware acceleration on a heterogeneous cluster, Natural Computing Series, Pages: 167-192

© Springer International Publishing Switzerland 2016. Building a cluster of computers is a common technique to significantly improve the throughput of computationally intensive applications. Communication networks connect hundreds to thousands of compute nodes to form a cluster system, where a parallelisable application workload is distributed into the compute nodes. Theoretically, heterogeneous clusters with various types of processing units are more efficient than homogeneous clusters, since some types of processing units perform better than others on certain applications. A heterogeneous cluster can achieve better cluster performance by adapting cluster configurations to assign applications to processing elements that fit well with the applications. In this chapter we describe how to build a heterogeneous cluster that can adapt to application requirements. Section 9.1 provides an overview of heterogeneous computing. Section 9.2 presents the commonly used hardware and software architectures of heterogeneous clusters. Section 9.3 discusses the use of self-awareness and self-adaptivity in two runtime scenarios of a heterogeneous cluster, and Section 9.4 presents the experimental results. Finally, Section 9.5 discusses approaches to formally verify the developed applications.

BOOK CHAPTER

Stroobandt D, Varbanescu AL, Ciobanu CB, Al Kadi M, Brokalakis A, Charitopoulos G, Todman T, Niu X, Pnevmatikatos D, Kulkarni A, Vansteenkiste E, Luk W, Santambrogio MD, Sciuto D, Huebner M, Becker T, Gaydadjiev G, Nikitakis A, Thom AJWet al., 2016, EXTRA: Towards the Exploitation of eXascale Technology for Reconfigurable Architectures, 11th International Symposium on Reconfigurable Communication-centric Systems-on-Chip (ReCoSoC), Publisher: IEEE

CONFERENCE PAPER

Targett JS, Niu X, Russell F, Luk W, Jeffress S, Duben Pet al., 2016, Lower precision for higher accuracy: Precision and resolution exploration for shallow water equations, Pages: 208-211

CONFERENCE PAPER

Wang S, Niu X, Ma N, Luk W, Leong P, Peng Yet al., 2016, A scalable dataflow accelerator for real time onboard hyperspectral image classification, Pages: 105-116, ISSN: 0302-9743

CONFERENCE PAPER

Yu T, Feng B, Stillwell M, Coutinho JGF, Zhao W, Liang S, Luk W, Wolf AL, Ma Yet al., 2016, Relation-Oriented Resource Allocation for Multi-Accelerator Systems, 27th IEEE International Conference on Application-specific Systems, Architectures and Processors (ASAP), Publisher: IEEE, Pages: 243-244, ISSN: 1063-6862

CONFERENCE PAPER

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