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MATLAB in Production Systems,Database Integration, and Big Data

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3 views

MATLAB in Production Systems,Database Integration, and Big Data

Uploaded by

pd.refrigerator
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 17

MATLAB in Production Systems,

Database Integration, and Big Data

Eugene McGoldrick

© 2013 The MathWorks, Inc.1


Agenda

 MATLAB Production Server and Excel

 Integrating MATLAB Production Server into Database


Servers

 MATLAB Production Server and Web Applications

 MATLAB Production Server based Trading System

2
MATLAB in the Enterprise

 Goals:

– Enable customers to rapidly develop and deploy MATLAB


applications onto the desktop.

– Seamlessly integrate MATLAB generated components into


other languages, applications and enterprise production
systems.

3
MathWorks Deployment Products

MATLAB Compiler™

MATLAB MATLAB MATLAB


Builder™ EX Builder™ Builder™
JA NE

.exe .dll/.lib Excel Java www COM .NET


Add-in

4
The MATLAB Compiler and Builder Products
 Automatically packages your MATLAB programs as
standalone applications, software components, and
targeted programming/application environments
– Executable applications
– Excel Add-in’s
– .Net and Java components
 Support full MATLAB language and
most toolboxes

 Allows royalty-free deployment

 Provides shared infrastructure with MATLAB:


– Speed of compiled application equivalent to
speed in MATLAB

 Encrypts your functions


5
MATLAB Production Server Use Cases

Big Data …
HADOOP
Spreadsheet Applications

MATLAB Production Server

Request
Broker
&
Program Application Servers
Manager
Client Front End
Applications

MSMQ, JMS, IBM MQ

Web Applications Database Servers


Enterprise Service/Messaging Buses 6
MATLAB Production Server and Excel

© 2013 The MathWorks, Inc.7


Trader: Architecture

 VB to the .NET client library


 Adds trade to portfolio
 New exposures & CVA
 Small data transfer

8
Integrating MATLAB Production Server
into Database Servers

© 2013 The MathWorks, Inc.9


Workflow for Embedding MATLAB
Components in Production Systems

The development to production process is a two step process

 Step 1: Bring Data to MATLAB


– Multiple data sources
– Build algorithms/models
– Test
– Compile to target platform component

 Step 2: Bring algorithm to the Data


– Install MATLAB component into the enterprise production
applications.
– Same functionality/single source

10
MATLAB Components in Production
Databases
MATLAB Production Server can provide predictive
analytics in the database
Oracle (Java, .NET) Database Server

Microsoft SQL Server (.NET)


Microsoft Access (.NET)
Netezza (JAVA)
SAS (JAVA) MATLAB Production Server

Teradata (JAVA)
Request
Broker
&
Program
Thinclient with MPS Manager

– Java and .NET supported


Central repository for models … Simplifies change management

11
MATLAB Production Server and Web
Applications

© 2013 The MathWorks, Inc.


12
Risk Manager: Architecture

 Architecture
Web
Web Server
Server

MATLAB Production Server

Request
CCRWeb
Broker
&
Program
Manager

ZeroCurveServlet
ZeroCurveServlet
genScenServlet
genScenServlet
..
..
..
..
Database Server
computeCVAServlet
computeCVAServlet

13
MATLAB Production Server based
Trading System

© 2013 The MathWorks, Inc.


14
Messaging … A very brief tutorial!

Sending Receiving
Application Application

3. Receive 3. Send Message


Message Back
Back

15
MATLAB Trading Application (1)

 Made up of many components

 Leverages MATLAB and Deployment Tools to integrate


MATLAB analytics into 3rd party applications

 Uses MSMQ as a messaging system to “talk” to other


applications

16
MATLAB Trading Application (2)

MATLAB Production Server


Request
Broker
&
Program
Manager 17

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