Feature Requests item #3306959, was opened at 2011-05-24 16:30
Message generated for change (Tracker Item Submitted) made by miroslav87
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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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