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GPGPUs in computational finance: Massive parallel computing for American style options

Gilles Pages, Benedikt Wilbertz

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Tags: Computational finance, CUDA, Finance, Monte Carlo simulation, nVidia, nVidia GeForce GTX 295, nVidia GeForce GTX 480, Probability

January 18, 2011 by hgpu

Highly accelerated simulations of glassy dynamics using GPUs: caveats on limited floating-point precision

Peter H. Colberg, Felix Hofling

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Tags: Computational Physics, CUDA, nVidia, nVidia GeForce 8800 GTX, nVidia GeForce GTX 280, Package, Physics, Soft Condensed Matter

January 18, 2011 by hgpu

Solving dense linear systems on platforms with multiple hardware accelerators

Enrique S. Quintana-Orti, Francisco D. Igual, Enrique S. Quintana-Orti, Robert A. van de Geijn

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Tags: Computer science, CUDA, GPU cluster, Linear Algebra, nVidia, Package, Task scheduling, Tesla S870

January 17, 2011 by hgpu

CheCUDA: A Checkpoint/Restart Tool for CUDA Applications

Hiroyuki Takizawa, Katsuto Sato, Kazuhiko Komatsu,

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Tags: Computer science, CUDA, High-level Languages, nVidia, nVidia GeForce 8600 M GT, nVidia GeForce 8800 GTX, nVidia GeForce GTX 280

January 17, 2011 by hgpu

Evaluating GPUs for network packet signature matching

Randy Smith, Neelam Goyal, Justin Ormont, Karthikeyan Sankaralingam, Cristian Estan

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Tags: Computer science, CUDA, Networking and Internet Architecture, Networks, nVidia, nVidia GeForce 8800 GTX

January 17, 2011 by hgpu

Acceleration of Acoustic Emission Signal Processing Algorithms using CUDA Standard

Lubomir Riha, Radislav Smid

Tags: Acoustics, CUDA, nVidia, Signal processing

January 17, 2011 by hgpu

Real-Time Non-rigid Registration of Medical Images on a Cooperative Parallel Architecture

Yixun Liu, Andriy Fedorov, Ron Kikinis, Nikos Chrisochoides

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Tags: Bioinformatics, CUDA, Image registration, Medicine, nVidia, nVidia GeForce 8800 GT

January 17, 2011 by hgpu

Parallelization Strategies for Ant Colony Optimisation on GPUs

Jose M. Cecilia, Jose M. Garcia, Manuel Ujaldon, Andy Nisbet, Martyn Amos

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Tags: Artificial intelligence, Computer science, CUDA, nVidia, Tesla C1060, Tesla M2050

January 17, 2011 by hgpu

Using generalized ensemble simulations and Markov state models to identify conformational states

Gregory R. Bowman, Xuhui Huang, Vijay S. Pande

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Tags: CUDA, Molecular dynamics, Molecular modeling, nVidia, Package, Physics, Thermodynamics

January 16, 2011 by hgpu

MPI-CUDA parallelization of a finite-strip program for geometric nonlinear analysis: A hybrid approach

P. S. Rakic, D. D. Milasinovic, Živanov, Z. Suvajdzin, M. Nikolic, M. Hajdukovic

Tags: Computational Engineering, Computer science, CUDA, MPI, nVidia, Programming techniques

January 16, 2011 by hgpu

A symbolic verifier for CUDA programs

Guodong Li, Ganesh Gopalakrishnan, Robert M. Kirby, Dan Quinlan

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Tags: Compilers, Computer science, CUDA, nVidia

January 16, 2011 by hgpu

Fluid-solid coupling on a cluster of GPU graphics cards for seismic wave propagation

Dimitri Komatitsch

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Tags: CUDA, Earth and Space Sciences, Finite element method, Geoscience, nVidia, Package, Seismic modeling, Seismology, Tesla S1070

January 16, 2011 by hgpu

SimSYCL: Synchronous, single-threaded, library-only SYCL implementation for debugging and verification

SimSYCL: A SYCL Implementation Targeting Development, Debugging, Simulation and Conformance

gpu_tracker: Context manager and CLI that tracks the computational-resource-usage of a code block or shell command, particularly the GPU usage

gpu_tracker: Python package for tracking and profiling GPU utilization in both desktop and high-performance computing environments

CIFAR-10 Airbench: 94% on CIFAR-10 in 3.29 second

94% on CIFAR-10 in 3.29 Seconds on a Single GPU

LOOPer: a polyhedral compiler for expressing fast and portable data parallel algorithms

LOOPer: A Learned Automatic Code Optimizer For Polyhedral Compilers

OpenMC Monte Carlo Code

Performance Portable Monte Carlo Particle Transport on Intel, NVIDIA, and AMD GPUs

Polygeist: C/C++ frontend for MLIR

Retargeting and Respecializing GPU Workloads for Performance Portability

Parallel Gaussian process with kernel approximation in CUDA

See all packages

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high performance computing on graphics processing units: hgpu.org

GPGPUs in computational finance: Massive parallel computing for American style options

Highly accelerated simulations of glassy dynamics using GPUs: caveats on limited floating-point precision

Solving dense linear systems on platforms with multiple hardware accelerators

CheCUDA: A Checkpoint/Restart Tool for CUDA Applications

Evaluating GPUs for network packet signature matching

Acceleration of Acoustic Emission Signal Processing Algorithms using CUDA Standard

Real-Time Non-rigid Registration of Medical Images on a Cooperative Parallel Architecture

Parallelization Strategies for Ant Colony Optimisation on GPUs

Using generalized ensemble simulations and Markov state models to identify conformational states

MPI-CUDA parallelization of a finite-strip program for geometric nonlinear analysis: A hybrid approach

A symbolic verifier for CUDA programs

Fluid-solid coupling on a cluster of GPU graphics cards for seismic wave propagation

Recent source codes

SimSYCL: Synchronous, single-threaded, library-only SYCL implementation for debugging and verification

GPU plugin for PySCF

QArray

Celerity: High-level C++ for Accelerator Clusters

gpu_tracker: Context manager and CLI that tracks the computational-resource-usage of a code block or shell command, particularly the GPU usage

CIFAR-10 Airbench: 94% on CIFAR-10 in 3.29 second

LOOPer: a polyhedral compiler for expressing fast and portable data parallel algorithms

OpenMC Monte Carlo Code

Polygeist: C/C++ frontend for MLIR

Parallel Gaussian process with kernel approximation in CUDA

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