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I mentioned back here that I was designing a Parallel Calculation Engine using Microsoft .NET. I actually am doing this as part of my team of three and we have learned quite a bit the last three weeks. For me, I haven't done much with just "straight" multithreading under .NET, by which I mean outside of WCF or outside of using BackgroundWorker in our Smart Client since 2002. Most of my MT work has been in 17 years of C++/Win32 and other places. So I went and relearned multi-threaded .NET programming as well as diving deep into the internals of Oracle for some of the optimization work we wanted to do (that should be another post). Let's just say, on the Oracle front for now, that Explain Plans and TKPROF are your best friends. I can't talk a lot about what I am doing (as a lot of it is proprietary) but I did want to share some insights and links to material that influenced my design.

Of course, Herb Sutter, among many others has been proclaiming that the "Free Ride is Over" since 2005, stating that Moore's Law no longer held and chip manufacturers are turning en masse to hyperthreading and multi-core architectures requiring a programming revolution. Well, that time is now. When going to design a financial calculation engine, sheer performance and being able to do many things in parallel are the requirements that trump all others.



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