Feature Requests item #3306959, was opened at 2011-05-24 07:30
Message generated for change (Comment added) made by avandergood
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Category: None
Group: None
Status: Open
Priority: 5
Private: No
Submitted By: Dominique (miroslav87)
Assigned to: Nobody/Anonymous (nobody)
Summary: CUDA port
Initial Comment:
Hi!
I would like if there is any CUDA port of QuantLib, at least partial one.
If not, is there anyone that has adapted a CUDA layer for numerical analytic and maths under QuantLib to at least perform matrix decomposition and calculation on GPU?
Anyone has an idea or a clue on how it could be made properly ?
Thanks very much
PS: Excuse my poor English!
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Comment By: Vandegood (avandergood)
Date: 2012-04-12 00:18
Message:
Hello Dom,
you can find some good library on cuda zone
if you want to work with matrix, try the library "Cublas"
this library is included in the cuda toolkit package that you can download
easily from
http://developer.nvidia.com/cuda-downloads----------------------------------------------------------------------
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