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Acceleration of Binomial Options Pricing via Parallelizing along time-axis on a GPU

Narayan Ganesan, Roger D. Chamberlain, Jeremy Buhler

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Tags: CUDA, Finance, Monte Carlo simulation, nVidia, nVidia GeForce 8600 GT

February 21, 2011 by hgpu

APEnet+: high bandwidth 3D torus direct network for petaflops scale commodity clusters

Roberto Ammendola, Andrea Biagioni, Ottorino Frezza, Francesca Lo Cicero, Alessandro Lonardo, Pier Stanislao Paolucci, Davide Rossetti, Andrea Salamon, Gaetano Salina, Francesco Simula, Laura Tosoratto, Piero Vicini

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Tags: Computational Physics, Distributed computing, High Energy Physics - Lattice, Monte Carlo simulation, nVidia, OpenMPI, Physics, QCD, Tesla C1060, Tesla M2050

February 21, 2011 by hgpu

Fully accelerating quantum Monte Carlo simulations of real materials on GPU clusters

Kenneth P. Esler, Jeongnim Kim, David M. Ceperley

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Source codes

Tags: CUDA, GPU cluster, Monte Carlo simulation, MPI, nVidia, Package, Physics, QMC, Tesla T10

February 18, 2011 by hgpu

Accelerating the Stochastic Simulation Algorithm using Emerging Architectures

David Dewayne Jenkins

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Tags: Biology, CUDA, Monte Carlo simulation, nVidia, nVidia GeForce 8600 M, Stochastic simulation, Tesla C1060, Tesla C870, Thesis

February 16, 2011 by hgpu

GPU Accelerated Stochastic Simulation

David D. Jenkins, Gregory D. Peterson

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Tags: Biology, CUDA, Monte Carlo simulation, nVidia, nVidia GeForce GTX 480, Stochastic simulation, Tesla C1060

February 16, 2011 by hgpu

Accelerating Quantum Chromodynamics Calculations with GPUs

Guochun Shi, Steven Gottlieb, Aaron Torok, Volodymyr Kindratenko

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Tags: Conjugate gradient solver, CUDA, High Energy Physics - Lattice, Monte Carlo simulation, nVidia, nVidia GeForce GTX 280, Package, Physics, QCD

February 15, 2011 by hgpu

Speed and Portability issues for Random Number Generation on Graphical Processing Units with CUDA and other Processing Accelerators

K.A. Hawick, A. Leist, D.P. Playne, M.J. Johnson

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Tags: Cell processor, Computer science, Monte Carlo simulation, nVidia, nVidia GeForce GTX 295, Pseudo-random number generators

February 13, 2011 by hgpu

Cluster and Fast-Update Simulations of Regular and Rewired Lattice Ising Models Using CUDA and Graphical Processing Units

K.A. Hawick, A.Leist and D.P.Playne

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Tags: CUDA, Ising model, Monte Carlo simulation, nVidia, nVidia GeForce GTX 480, Physics

February 13, 2011 by hgpu

Next-generation acceleration and code optimization for light transport in turbid media using GPUs

Erik Alerstam, William C. Yip Lo, Tianyi D. Han, Jonathan Rose, Stefan Andersson-Engels, Lothar Lilge

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Tags: Biology, CUDA, Monte Carlo simulation, nVidia, nVidia GeForce GTX 280, nVidia GeForce GTX 295, nVidia GeForce GTX 480, Optics, Package

February 9, 2011 by hgpu

Financial modeling on the cell broadband engine

Virat Agarwal, Lurng-Kuo Liu, David A. Bader

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Tags: Cell processor, CUDA, Finance, Monte Carlo simulation, nVidia, nVidia GeForce 8800, RapidMind

February 6, 2011 by hgpu

QUDA programming for staggered quarks

Steven Gottlieb, Guochun Shi, Aaron Torok, Volodymyr Kindratenko

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Tags: CUDA, High Energy Physics - Lattice, Monte Carlo simulation, nVidia, nVidia GeForce GTX 280, nVidia GeForce GTX 285, nVidia GeForce GTX 480, Package, Physics, QCD, Tesla C1060, Tesla C2050, Tesla S1070

February 4, 2011 by hgpu

MILC on GPUs

Gushing Shi, Steven Gottlieb, Volodymyr Kindratenko

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Tags: Conjugate gradient solver, CUDA, High Energy Physics - Lattice, Monte Carlo simulation, nVidia, nVidia GeForce GTX 280, Physics, QCD

February 3, 2011 by hgpu

Over-synchronization in GPU Programs

profile_util: simple C++ library to report memory, timing, thread affinity

Profile Util library: A quick and easy way to get MPI, OpenMP and GPU runtime information

MaC: Mamba CPU performance predictor

MambaCPU: Enhanced Correlation Mining with State Space Models for CPU Performance Prediction

Mixed-precision finite element kernels

Mixed-precision finite element kernels and assembly: Rounding error analysis and hardware acceleration

SHMT: The Simultaneous and Heterogenous Multithreading project

General-Purpose Computing on Tensor Processors

Superpipeline: A Universal Approach for Reducing GPU Memory Usage in Large Models

EnergyUCB-Bandit

Online Energy Optimization in GPUs: A Multi-Armed Bandit Approach

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high performance computing on graphics processing units: hgpu.org

Acceleration of Binomial Options Pricing via Parallelizing along time-axis on a GPU

APEnet+: high bandwidth 3D torus direct network for petaflops scale commodity clusters

Fully accelerating quantum Monte Carlo simulations of real materials on GPU clusters

Accelerating the Stochastic Simulation Algorithm using Emerging Architectures

GPU Accelerated Stochastic Simulation

Accelerating Quantum Chromodynamics Calculations with GPUs

Speed and Portability issues for Random Number Generation on Graphical Processing Units with CUDA and other Processing Accelerators

Cluster and Fast-Update Simulations of Regular and Rewired Lattice Ising Models Using CUDA and Graphical Processing Units

Next-generation acceleration and code optimization for light transport in turbid media using GPUs

Financial modeling on the cell broadband engine

QUDA programming for staggered quarks

MILC on GPUs

Recent source codes

Kokkidio: Kokkos+Eigen - write fast, readable multi-platform code

LLaMA-Inference-Bench

MATAR

Over-synchronization in GPU Programs

profile_util: simple C++ library to report memory, timing, thread affinity

MaC: Mamba CPU performance predictor

Mixed-precision finite element kernels

SHMT: The Simultaneous and Heterogenous Multithreading project

Superpipeline: A Universal Approach for Reducing GPU Memory Usage in Large Models

EnergyUCB-Bandit

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