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On Using GPU to Compute Options and Derivatives

Option Models

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Tags: Computational finance, CUDA, Finance, nVidia, nVidia GeForce 8800 GT

March 23, 2011 by hgpu

Fast and accurate PIV computation using highly parallel iterative correlation maximization

F. Champagnat, A. Plyer, G. Le Besnerais, B. Leclaire, S. Davoust, Y. Le Sant

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Tags: CUDA, Fluid dynamics, nVidia, Package, Tesla C1060

March 22, 2011 by hgpu

Improving accuracy for matrix multiplications on GPUs

Matthew Badin, Lubomir Bic, Michael Dillencourt, Alexandru Nicolau

Tags: Computer science, CUDA, Linear Algebra, Matrix multiplication, nVidia, Performance

March 22, 2011 by hgpu

Evaluating force field accuracy with long-time simulations of a beta-hairpin tryptophan zipper peptide

N. R. Hayre, R. R. Singh, D. L. Cox

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Tags: Biophysics, Chemistry, CUDA, Molecular dynamics, nVidia, nVidia GeForce GTX 285

March 22, 2011 by hgpu

fastHOG – a real-time GPU implementation of HOG

Victor A. Prisacariu, Ian Reid

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Tags: Algorithms, Computer vision, CUDA, Image processing, nVidia, nVidia GeForce GTX 285, Package

March 22, 2011 by hgpu

Hierarchical belief propagation to reduce search space using CUDA for stereo and motion estimation

Scott Grauer-Gray, Chandra Kambhamettu

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Tags: Computer vision, CUDA, Image processing, nVidia, nVidia GeForce 8600 M GT

March 22, 2011 by hgpu

GPU implementation of belief propagation using CUDA for cloud tracking and reconstruction

Scott Grauer-Gray, Chandra Kambhamettu, Kannappan Palaniappan

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Tags: Computer vision, CUDA, Image processing, nVidia, nVidia GeForce 8600 M GT, nVidia GeForce 8800 GT

March 22, 2011 by hgpu

GPU-based password cracking

Marcus Bakker, Roel Van Der Jagt

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Tags: Computer science, CUDA, nVidia, nVidia GeForce GTX 295, Review, Security

March 21, 2011 by hgpu

Efficient lists intersection by CPU-GPU cooperative computing

Di Wu, Fan Zhang, Naiyong Ao, Gang Wang, Xiaoguang Liu, Jing Liu

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Tags: Computer science, CUDA, Data Structures and Algorithms, nVidia, Presentation, Tesla C1060

March 20, 2011 by hgpu

Efficient planar features matching for robot localization using GPU

Baptiste Charmette, Eric Royer, Frederic Chausse

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Tags: Computer science, Computer vision, CUDA, Image recognition, nVidia, nVidia Quadro FX 770 M, SIFT

March 20, 2011 by hgpu

GPU Vision: Accelerating Computer Vision algorithms with Graphics Processing Units

Tamas K. Lengyel, James Gedarovich, Antonio Cusano, Thomas J. Peters

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Tags: Algorithms, Computer science, Computer vision, CUDA, nVidia, nVidia GeForce 9800 GT

March 20, 2011 by hgpu

A comparison of CPUs, GPUs, FPGAs, and massively parallel processor arrays for random number generation

David Barrie Thomas, Lee Howes, Wayne Luk

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Tags: Algorithms, Computer science, CUDA, FPGA, nVidia, nVidia GeForce GTX 280, Pseudo-random number generators

March 20, 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

On Using GPU to Compute Options and Derivatives

Fast and accurate PIV computation using highly parallel iterative correlation maximization

Improving accuracy for matrix multiplications on GPUs

Evaluating force field accuracy with long-time simulations of a beta-hairpin tryptophan zipper peptide

fastHOG – a real-time GPU implementation of HOG

Hierarchical belief propagation to reduce search space using CUDA for stereo and motion estimation

GPU implementation of belief propagation using CUDA for cloud tracking and reconstruction

GPU-based password cracking

Efficient lists intersection by CPU-GPU cooperative computing

Efficient planar features matching for robot localization using GPU

GPU Vision: Accelerating Computer Vision algorithms with Graphics Processing Units

A comparison of CPUs, GPUs, FPGAs, and massively parallel processor arrays for random number generation

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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