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Lock-free Algorithms for Ultimate Performance

  • Martin Thompson
  • 00:55:28

In the challenge to reach the lowest possible latencies, as we push the boundaries of transaction processing, the good old fashioned lock imposes too much contention on our algorithms. This contention results in unpredictable latencies when we context switch into the kernel, and in addition limits throughput as Little’s law kicks in. Lock-free and wait-free algorithms can come to the rescue by side-stepping the issues of locks, and when done well can even avoid contention all together. However, lock-free techniques are not for the faint hearted. Programming with locks is hard. Programming using lock-free techniques is often considered the realm occupied only by technical wizards. This session aims to take some of the fear out of non-locking techniques. Make no mistake this is not a subject for beginners but if you are brave, and enjoy understanding how memory and processors really work, then this session could open your eyes with what is possible if you are willing to dedicate the time and effort in this amazing subject area. The attendees will learn the basics of how modern Intel x86_64 processors work and the memory model they implement that forms the foundations for lock-free programming. Empirical evidence will be presented to illustrate the raw throughput and potential latencies that can be achieved when using these techniques.

  • Martin has had a passion for pushing software and electronics to the limit since childhood.  He was the kid who took the video recorder apart and then fixed it.  Since then he has always been attracted to business problems where high performance computing can open new, previously impossible, opportunities.  Ranging from stock market data feeds to PCs as in the early 90s, the first generation of internet banks, implementing the largest product content management systems, the world's largest sports betting exchange at Betfair and now founding LMAX.   Martin brings his mechanical sympathy for the hardware that it runs on, to the software that he creates, which has taken him deep into the subjects of concurrency and parallel computing.  Martin is the co-founder and CTO of LMAX where he leads building world’s first retail focused financial exchange using a radical new architecture that takes it all back to basics. "

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