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GPU computing

Has anyone used CUDA/OpenCL in their applications? I imagine for Monte Carlo type scenarios it provides an incredible speedup ("embarassingly parallel") but what about PDE methods?


Quant Headhunter
Has anyone here actually used a Fermi ?

But when they get it out, I think it will help the market mature, the next heavy lift is getting people to write good for it. This is not trivial.
I imagine the academic community will be leading the way, particularly with CFD, as suggested by joyryde. I know that a lot of my previous codes would have benefitted immensely from a GPU setup, as they were easily parallelised.

I'll be saving up for my Fermi. :)