Düsseldorf, Germany, June 6, 2019 – NEC Deutschland today announced that its High Performance Computing (HPC) group has entered into a technology partnership with ANEO, a specialist in Advanced Computing Technologies and Digital Transformation, for utilizing the NEC SX-Aurora TSUBASA – Vector Engine.

The Aldwin division of ANEO, a French consulting agency based in Boulogne-Billancourt, and its Advanced Computing Technologies team ( HPC|IA-Cloud|Big Data) is now working together with NEC to leverage the leading-edge vector technology of SX-Aurora TSUBASA for porting and optimizing Aldwin’s in-house software for American option pricing. The code is implemented in C++17 and designed to capitalize on the full capabilities of both scalar and vector architectures. It uses OpenMP to multithread the application, while the vectorization is implemented using the Eigen library.

As porting the code proved to be straightforward, the first results could be achieved very quickly. The execution time on an 8-core SX-Aurora TSUBASA is approximately five times shorter than on a 40-core CPU based on the x86 architecture, which is largely due to the very high memory bandwidth with SX-Aurora TSUBASA of about 1,200 Gbyte/s.

“SX-Aurora TSUBASA is a vector supercomputer embedded on a PCIe card, and the performance shows it. We have benchmarked the platform with an application tailored to take advantage of vectorization on the CPU, and we have been very impressed with the performance characteristics of NEC’s latest generation of vector technology,” says Wilfried Kirschenmann CTO of Aldwin by ANEO.

“We are very happy to enter this highly promising technology partnership with ANEO. We are impressed with their technical expertise and deep understanding of supercomputing technology and their ability to leverage real-world applications for finance organizations,” said Bruno Lecointe, Operation Director, HPC Western Europe, NEC Deutschland.

More information on ANEO’s software technology approach for SX-Aurora TSUBASA can be found in the following whitepaper: https://www.aldwin.eu/pricing-american-options-on-a-nec-sx-aurora-card/.

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About NEC Deutschland (HPC)
NEC Deutschland is a leading provider of HPC solutions for EMEA, focusing on sustained performance for real-life scientific and engineering applications. To achieve this goal NEC delivers technology and professional services to industry and academia. Linux-based HPC clusters as well as our high-end vector systems meet the different needs of different customers in the most flexible way. Energy-efficiency is one of the key design objectives, addressed by advanced cooling technologies or by the high-bandwidth vector-architecture, which delivers unprecedented efficiency on real world code. The service capabilities from the operation of complex systems to the optimization of scientific codes and NEC’s storage-appliances complete our solution offering.

About Aldwin by ANEO
Aldwin is part of ANEO, a Paris based Consultancy company with more than 230 employees. ANEO recorded a turnover of €23M in 2017.

From consulting to execution, ANEO capitalizes on its proven organizational and digital know-how to help companies find innovative solutions. Since 2002, ANEO’s focus is on innovation and more specifically how to leverage technologies for the benefit of Human progress. In 2019, ANEO launched Aldwin, a new brand specialized in Advanced Computing Technologies.

NEC Press Contact:
Oliver Tennert
Director, HPC Solutions and Marketing EMEA
NEC Deutschland
e-mail:  Oliver.Tennert@emea.nec.com