[Numpy-discussion] Hardware for Monte Carlo simulation

[Hung Jung Lu]

Hi,

Thanks to Jon Saenz and Chris Baker for helping out
with fast linear algebra and statistical distribution
routines.

Again, I have a tangential question. I am hitting the
physical limit of the CPU (meaning things have been
optimized down to assembly level), in order to achieve
even higher performance, the only way to go is
hardware.

Is there any recommendation for fast machines at the
price range of a few thousand dollars? (I cannot
afford supercomputers or connection machines.) My
purpose is to run Monte Carlo simulation. This means
that a lot of scenarios can be run in parallel
fashion. Of course I can just use regular cheap
Pentium boxes... but they are kind of bulky, and I
don't need any of the video, audio, USB features (I
think 10 machines at 1GHz each would be the size of
calculation power I need, or equivalently, a single
machine at an equivalent 10GHz. Heck, if there are
some specialized racks/boxes, I can wire the
motherboards myself.) I am wondering what you people
do for heavy number crunching? Are there any cheap yet
specialized machines? What about machines with dual
processor? I would imagine a lot of people in the
number crunching world run into my situation, and
since the number crunching machines don't require much
beyond a motherboard and a small hard-drive, maybe
there are already some cheap solutions out there.

thanks!

Hung Jung


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