Jane Street - Technology Group
The Seven Implementations of Incremental
talk will describe the development of a library called Incremental,
which is a monadic library for creating computations that are
structured as dynamic dependenct graphs, where only the relevant
parts of the graph need to be evaluated in order to update changes to
input values. This library is similar in spirit to Umut Acar et al's
work on self-adjusting computation.
Building an efficient and
usable library of this kind is surprisingly tricky at the
implementation level. After discussing basic ideas behind the
incremental library, we'll review the history of the many different
implementations of Incremental we have considered and experimented
with, discussing the performance and semantic tradeoffs that we
encountered for each one.
Yaron Monsky heads the
Technology Group at Jane Street, a proprietary trading firm that is the
largest industrial user of OCaml. He was responsible for introducing
OCaml to the company and for managing the company's transition to using
OCaml for all of its core infrastructure. Today billions of dollars
worth of securities transactions flow each day through those systems.
Yaron obtained his PhD in Computer Science from Cornell University
where he studied distributed systems. Yaron lectured, blogged and
written about OCaml for years, with articles published in
Communications of the ACM and the Journal of Functional Programming. He
chairs the steering committee of the Commercial Users of Functional
Programming and is a member of the steering committee for the
International Conference on Functional Programming.
Host: Umut Acar
Tuesday, December 4, 2012
& Hillman Centers 4405
of Programming Seminars