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The GPU Computing Revolution - London Mathematical Society

The GPU Computing Revolution - London Mathematical Society

The GPU Computing Revolution - London Mathematical Society

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A KNOWLEDGE TRANSFER REPORT FROM THE LMSAND THE KTN FOR INDUSTRIAL MATHEMATICS23Appendix 2: Software Applications Available on <strong>GPU</strong>s<strong>The</strong> table below lists several important applications along with their current multi-core and <strong>GPU</strong> capabilities. <strong>The</strong>sewill be changing all the time so do check for the latest information when considering any application. This list is farfrom exhaustive; readers are encouraged to investigate further if their favourite codes are not included.Software Multi-Core Many-CoreMATLABMathematicaNAGRSciFinanceBLAS, LAPACKmath librariesSome built-in ability to exploit parallelism atthe level of libraries such as BLAS andLAPACK. Additionally provides a ‘Parallelcomputing toolbox’ to exploit multi-coreCPUs [111].Built-in support for parallelism sinceMathematica 7 [119]; also providesgridMathematica for large-scale parallelcomputation [118].NAG has a software library product forshared memory and multi-core parallelsystems [87].Multiple R packages are available forexploiting parallelism on multi-coresystems [32].This code synthesis tool for buildingderivatives pricing and risk models canalready generate multi-core code usingOpenMP [107].Almost all BLAS and LAPACK librariesalready support multi-core processors:Intel’s MKL, AMD’s ACML, IBM’s ESSL,ATLAS, ScaLAPACK, PLASMA.Has a beta release of a <strong>GPU</strong>-acceleratedversion of MATLAB [73]. Various third-partysolutions available, such as AccelerEyes’Jacket [3].Mathematica 8 now includes support for<strong>GPU</strong>s via CUDA and OpenCL [120].Has a beta release of random numbergenerators using CUDA on NVIDIA<strong>GPU</strong>s [88].Numerous open source projects porting R to<strong>GPU</strong>s, including R+<strong>GPU</strong> available in thegputools R package [80].Already supports the generation of CUDAcode for PDEs and SDEs [107].This is an area where much software isalready available for <strong>GPU</strong>s: NVIDIA’sCUBLAS, AMD’s ACML-<strong>GPU</strong>, Acceleware,EM Photonics’ Cula Tools and MAGMA.

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