CPU computation, optional GPU authentication
Canonical CPU path
CPU computes hierarchical Neumaier totals, empirical VaR/ES, and tail state.
Optional NVIDIA path
CUDA hashes canonical two-dimensional Merkle tiles on a resident mirror. It does not price, generate scenarios, compute VaR/ES, move arbitrary quant code, or accept a customer-owned CUDA pointer.
On a 1 GB resident state, 10% scatter authentication was about 11.1× faster on H100 NVL than CPU hashing with matching roots. Tiny and column updates stayed on CPU. This is internal H100 NVL evidence; H200 and B200 are unmeasured for Risk Runtime.
That ratio measures tile authentication only, not Risk State Engine or end-to-end application speed.
On CPU, the cost of one update stayed nearly flat as the matrix grew. With 1,000 scenarios and the default layout, the median single-column update took 1.18 ms at 0.4 GB, 1.27 ms at 4 GB, and 1.42 ms at 40 GB, each final state checked against a fresh build. Replaying 73,288 public Deribit BTC and ETH option trades from November 5 and 6, 2024 into a 482,000-position by 1,000-scenario matrix (3.86 GB), the median was 1.20 ms per trade, and all 192 checkpoints matched a fresh rebuild of the same final matrix bit for bit. A smaller 1.45 GB replay on an Apple M1 Pro laptop also matched at all 192 checkpoints.
These are internal measurements on one x86-64 Linux cloud VM (17 vCPUs, CPU only) on October 26, 2026, using the engine code released as v0.4.2. The 0.4 to 40 GB matrices are synthetic; in the replay the trades are real and the account split and opening positions are synthetic. They measure state maintenance, not pricing, scenario generation, trading-path latency, or a customer result.