Matthew Papakipos

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Statistical algorithms such as Monte Carlo integration are good candidates to run on graphics processing units. The heart of these algorithms is random number generation, which generally has been done on the CPU. In this paper we present GPU implementations of three random number generators. We show how to overcome limitations of GPU hardware that affect(More)
From signal processing to drug target modeling to fixed income derivatives pricing, computer simulations have become critical tools driving the innovation economy. This session discusses the performance boost provided by using stream processors to tackle these problems. Attendees will learn how they can increase the power, space and budget efficiency of(More)
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