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)
The graphics processor (GPU) on today's commodity video cards has evolved into an extremely powerful and flexible processor. Modern graphics architectures provide tremendous memory bandwidth and computational horsepower, with dozens of fully programmable shading units that support vector operations and IEEE floating point precision. High-level languages(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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