{"id":187,"date":"2010-08-18T10:06:35","date_gmt":"2010-08-18T09:06:35","guid":{"rendered":"http:\/\/numbercrunch.de\/blog\/?p=187"},"modified":"2015-08-27T15:58:06","modified_gmt":"2015-08-27T14:58:06","slug":"gpu-computing-literature","status":"publish","type":"post","link":"https:\/\/www.numbercrunch.de\/blog\/2010\/08\/gpu-computing-literature\/","title":{"rendered":"GPU computing literature"},"content":{"rendered":"<p style=\"text-align: justify;\">A few days ago, I started to gather a\u00a0 survey on GPU computing literature. The survey is non-exhaustive and has strong bias to computational physics applications. However, it might be useful for other GPU computing enthusiasts as well. Therefore, I publish my survey in this post. The list will be updated from time to time. If you think, I missed some important publication, do not hesitate to contact your humble <a href=\"http:\/\/numbercrunch.de\/blog\/about-the-author\/\">blog author<\/a>.<\/p>\n<h1 style=\"text-align: left;\">Books and articles with review character<\/h1>\n<p style=\"text-align: justify;\">\n<p style=\"text-align: justify;\"><a name=\"biswas:2009:revolutionary_technologies\"><\/a> Rupak Biswas, Leonid Oliker, and Jeffrey Vetter. Revolutionary technologies for acceleration of emerging petascale applications. <em>Parallel Computing<\/em>, 35(3):117-118, 2009. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.parco.2009.01.002\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"feng:manocha:2007:accelerators\"><\/a> Wu\u00a0chun Feng and Dinesh Manocha. High-performance computing using accelerators. <em>Parallel Computing<\/em>, 33(10-11):645-647, 2007. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.parco.2007.10.001\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"kindratenko:etal:2010:_hpc_accelerators\"><\/a> Volodymyr Kindratenko, Robert Wilhelmson, Robert Brunner, Todd\u00a0J. Mart\u00efnez, and Wen mei Hwu. High-performance computing with accelerators. <em>Computing in Science &amp; Engineering<\/em>, 12(4):12-16, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1109\/MCSE.2010.88\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"kirk:hwu:2010:programming_mpp\"><\/a> David Kirk and Wen mei Hwu. <em>Programming Massively Parallel Processors: A Hands-on Approach<\/em>. Morgan Kaufmann, 2010.<\/p>\n<p style=\"text-align: justify;\"><a name=\"owens:etal:2008:gpu_computing\"><\/a> J.\u00a0D. Owens, M.\u00a0Houston, D.\u00a0Luebke, S.\u00a0Green, J.\u00a0E. Stone, and J.\u00a0C. Phillips. GPU computing. <em>Proceedings of the IEEE<\/em>, 96(5):879-899, 2008. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1109\/JPROC.2008.917757\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"sanders:kandrot:2010:cuda\"><\/a> Jason Sanders and Edward Kandrot. <em>CUDA by Example: An Introduction to General-Purpose GPU Programming<\/em>. Addison-Wesley Professional, 2010.<\/p>\n<p style=\"text-align: justify;\">\n<h1 style=\"text-align: left;\">Tools and languages for GPU computing<\/h1>\n<p style=\"text-align: justify;\">\n<p style=\"text-align: justify;\"><a name=\"mccormick:2007:scout\"><\/a> Patrick McCormick, Jeff Inman, James Ahrens, Jamaludin Mohd-Yusof, Greg Roth, and Sharen Cummins. Scout: a data-parallel programming language for graphics processors. <em>Parallel Computing<\/em>, 33(10-11):648-662, 2007. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.parco.2007.09.001\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\">\n<h1 style=\"text-align: left;\">Applications of GPU computing in numerical linear algebra and numerical algorithms<\/h1>\n<p style=\"text-align: justify;\">\n<p style=\"text-align: justify;\"><a name=\"elble:etal:2010:iterative_algorithms\"><\/a> Joseph\u00a0M. Elble, Nikolaos\u00a0V. Sahinidis, and Panagiotis Vouzis. GPU computing with Kaczmarz&#8217;s and other iterative algorithms for linear systems. <em>Parallel Computing<\/em>, 36(5-6):215-231, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.parco.2009.12.003\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"goddeke:etal:2007:fem\"><\/a> Dominik G\u00f6ddeke, Robert Strzodka, Jamaludin Mohd-Yusof, Patrick McCormick, Sven H.\u00a0M. Buijssen, Matthias Grajewski, and Stefan Turek. Exploring weak scalability for FEM calculations on a GPU-enhanced cluster. <em>Parallel Computing<\/em>, 33(10-11):685-699, 2007. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.parco.2007.09.002\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"govindaraju:manocha:2007:cache-efficient\"><\/a> Naga\u00a0K. Govindaraju and Dinesh Manocha. Cache-efficient numerical algorithms using graphics hardware. <em>Parallel Computing<\/em>, 33(10-11):663-684, 2007. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.parco.2007.09.006\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"tomov:etal:2010:dense_linear_algebra\"><\/a> Stanimire Tomov, Jack Dongarra, and Marc Baboulin. Towards dense linear algebra for hybrid GPU accelerated manycore systems. <em>Parallel Computing<\/em>, 36(5-6):232-240, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.parco.2009.12.005\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\">\n<h1 style=\"text-align: left;\">Applications of GPU computing in discrete mathematics<\/h1>\n<p style=\"text-align: justify;\">\n<p style=\"text-align: justify;\"><a name=\"buluc:2010:path_problems\"><\/a> AydIn Bulu\u00e7, John\u00a0R. Gilbert, and Ceren Budak. Solving path problems on the GPU. <em>Parallel Computing<\/em>, 36(5-6):241-253, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.parco.2009.12.002\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\">\n<h1 style=\"text-align: left;\">Applications of GPU computing in physics and natural sciences<\/h1>\n<p style=\"text-align: justify;\">\n<p style=\"text-align: justify;\"><a name=\"bianchi:dileonardo:2010:optical_micro-manipulation\"><\/a> S.\u00a0Bianchi and R.\u00a0Di Leonardo. Real-time optical micro-manipulation using optimized holograms generated on the GPU. <em>Computer Physics Communications<\/em>, 181(8):1444-1448, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.cpc.2010.04.012\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"block:etal:2010:multi-gpu\"><\/a> Benjamin Block, Peter Virnau, and Tobias Preis. Multi-GPU accelerated multi-spin Monte Carlo simulations of the 2d Ising model. <em>Computer Physics Communications<\/em>, 181(9):1549-1556, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.cpc.2010.05.005\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"brown:etal:2010:kohn-sham\"><\/a> Philip Brown, Christopher\u00a0J. Woods, Simon McIntosh-Smith, and Frederick\u00a0R. Manby. A massively multicore parallelization of the Kohn-Sham energy gradients. <em>Journal of Computational Chemistry<\/em>, 31(10):2008-2013, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1002\/jcc.21485\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"cickovski:etal:2010:mdlab\"><\/a> Trevor Cickovski, Santanu Chatterjee, Jacob Wenger, Christopher\u00a0R. Sweet, and Jes\u00fas\u00a0A. Izaguirre. MDLab: A molecular dynamics simulation prototyping environment. <em>Journal of Computational Chemistry<\/em>, 31(7):1345-1356, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1002\/jcc.21418\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"clark:etal:2010:lattice_qcd\"><\/a> M.A. Clark, R.\u00a0Babich, K.\u00a0Barros, R.C. Brower, and C.\u00a0Rebbi. Solving lattice QCD systems of equations using mixed precision solvers on GPUs. <em>Computer Physics Communications<\/em>, 181(9):1517-1528, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.cpc.2010.05.002\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"eastman:pande:2010:openmm\"><\/a> Peter Eastman and Vijay Pande. OpenMM: a hardware-independent framework for molecular simulations. <em>Computing in Science &amp; Engineering<\/em>, 12(4):34-39, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1109\/MCSE.2010.27\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"eastman:pande:2010:nonbonded_interactions\"><\/a> Peter Eastman and Vijay\u00a0S. Pande. Efficient nonbonded interactions for molecular dynamics on a graphics processing unit. <em>Journal of Computational Chemistry<\/em>, 31(6):1268-1272, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1002\/jcc.21413\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"edgar:etal:2010:real_time_data_pipeline\"><\/a> R.G. Edgar, M.A. Clark, K.\u00a0Dale, D.A. Mitchell, S.M. Ord, R.B. Wayth, H.\u00a0Pfister, and L.J. Greenhill. Enabling a high throughput real time data pipeline for a large radio telescope array with GPUs. <em>Computer Physics Communications<\/em>, 181(10):1707-1714, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.cpc.2010.06.019\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"friedrichs:etal:2009:molecular_dynamic\"><\/a> Mark\u00a0S. Friedrichs, Peter Eastman, Vishal Vaidyanathan, Mike Houston, Scott Legrand, Adam\u00a0L. Beberg, Daniel\u00a0L. Ensign, Christopher\u00a0M. Bruns, and Vijay\u00a0S. Pande. Accelerating molecular dynamic simulation on graphics processing units. <em>Journal of Computational Chemistry<\/em>, 30(6):864-872, 2009. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1002\/jcc.21209\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"gutierrez:etal:2010:quantum_computer_simulation\"><\/a> Eladio Guti\u00e9rrez, Sergio Romero, Mar\u00eda\u00a0A. Trenas, and Emilio\u00a0L. Zapata. Quantum computer simulation using the CUDA programming model. <em>Computer Physics Communications<\/em>, 181(2):282-300, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.cpc.2009.09.021\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"haque:pande:2010:paper\"><\/a> Imran\u00a0S. Haque and Vijay\u00a0S. Pande. PAPER-accelerating parallel evaluations of ROCS. <em>Journal of Computational Chemistry<\/em>, 31(1):117-132, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1002\/jcc.21307\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"hardy:etal:2009:multilevel_summation\"><\/a> David\u00a0J. Hardy, John\u00a0E. Stone, and Klaus Schulten. Multilevel summation of electrostatic potentials using graphics processing units. <em>Parallel Computing<\/em>, 35(3):164-177, 2009. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.parco.2008.12.005\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"januszewski:kostur:2010:stochastic_differential_equations\"><\/a> M.\u00a0Januszewski and M.\u00a0Kostur. Accelerating numerical solution of stochastic differential equations with CUDA. <em>Computer Physics Communications<\/em>, 181(1):183-188, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.cpc.2009.09.009\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"molnar:etal:2010:air_pollution_modelling\"><\/a> F.\u00a0Moln\u00e1r Jr., T.\u00a0Szak\u00e1ly, R.\u00a0M\u00e9sz\u00e1ros, and I.\u00a0Lagzi. Air pollution modelling using a graphics processing unit with CUDA. <em>Computer Physics Communications<\/em>, 181(1):105-112, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.cpc.2009.09.008\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"kelly:2010:atmospheric_modeling\"><\/a> Rory Kelly. GPU computing for atmospheric modeling. <em>Computing in Science &amp; Engineering<\/em>, 12(4):26-33, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1109\/MCSE.2010.26\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"khanna:mckennon:2010:gravitational_wave_sources\"><\/a> Gaurav Khanna and Justin McKennon. Numerical modeling of gravitational wave sources accelerated by OpenCL. <em>Computer Physics Communications<\/em>, 181(9):1605-1611, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.cpc.2010.05.014\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"komatitsch:etal:2010:seismic_wave_propagation\"><\/a> Dimitri Komatitsch, Gordon Erlebacher, Dominik G\u00f6ddeke, and David Mich\u00e9a. High-order finite-element seismic wave propagation modeling with MPI on a large GPU cluster. <em>Journal of Computational Physics<\/em>, 229(20):7692-7714, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.jcp.2010.06.024\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"luttmann:etal:2009:ps3\"><\/a> Edgar Luttmann, Daniel\u00a0L. Ensign, Vishal Vaidyanathan, Mike Houston, Noam Rimon, Jeppe \u00d8land\u00a0Guha Jayachandran, Mark Friedrichs, and Vijay\u00a0S. Pande. Accelerating molecular dynamic simulation on the cell processor and playstation\u00a03. <em>Journal of Computational Chemistry<\/em>, 30(2):268-274, 2009. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1002\/jcc.21054\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"martinsen:2009:accelerating_monte_carlo\"><\/a> Paul Martinsen, Johannes Blaschke, Rainer K\u00fcnnemeyer, and Robert Jordan. Accelerating Monte Carlo simulations with an NVIDIA graphics processor. <em>Computer Physics Communications<\/em>, pages 1983-1989, 2009. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.cpc.2009.05.013\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"meredith:etal:2009:quantum_monte_carlo\"><\/a> Jeremy\u00a0S. Meredith, Gonzalo Alvarez, Thomas\u00a0A. Maier, Thomas\u00a0C. Schulthess, and Jeffrey\u00a0S. Vetter. Accuracy and performance of graphics processors: A quantum Monte Carlo application case study. <em>Parallel Computing<\/em>, 35(3), 2009. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.parco.2008.12.004\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"narumi:etal:2009:performance_gains\"><\/a> Tetsu Narumi, Kenji Yasuoka, Makoto Taiji, and Siegfried H\u00f6finger. Current performance gains from utilizing the GPU or the ASIC MDGRAPE-3 within an enhanced Poisson Boltzmann approach. <em>Journal of Computational Chemistry<\/em>, 30(14):2351-2357, 2009. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1002\/jcc.21257\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"pope:etal:2010:accelerated_universe\"><\/a> Adrian Pope, Salman Habib, Zarija Luki\u0107, David Daniel, Patricia Fasel, Nehal Desai, and Katrin Heitmann. The accelerated universe. <em>Computing in Science &amp; Engineering<\/em>, 12(4):17-25, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1109\/MCSE.2010.28\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"preis:etal:2009:gpu_ising\"><\/a> Tobias Preis, Peter Virnau, Wolfgang Paul, and Johannes\u00a0J. Schneider. GPU accelerated Monte Carlo simulation of the 2d and 3d ising model. <em>Journal of Computational Physics<\/em>, 228(12):4468-4477, 2009. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.jcp.2009.03.018\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"rossinelli:etal:2010:bluff_body_flows\"><\/a> Diego Rossinelli, Michael Bergdorf, Georges-Henri Cottet, and Petros Koumoutsakos. GPU accelerated simulations of bluff body flows using vortex particle methods. <em>Journal of Computational Physics<\/em>, 229:3316-3333, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.jcp.2010.01.004\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"sainio:2010:cudaeasy\"><\/a> J.\u00a0Sainio. CUDAEASY &#8211; a GPU accelerated cosmological lattice program. <em>Computer Physics Communications<\/em>, 181(5):906-912, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.cpc.2010.01.002\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"schmid:etal:2010:gromos\"><\/a> Nathan Schmid, Mathias B\u00f6tschi, and Wilfred F.\u00a0Van Gunsteren. A GPU solvent-solvent interaction calculation accelerator for biomolecular simulations using the GROMOS software. <em>Journal of Computational Chemistry<\/em>, 31(8):1636-1643, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1002\/jcc.21447\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"stone:etal:2007:molecular_modeling\"><\/a> John\u00a0E. Stone, James\u00a0C. Phillips, Peter\u00a0L. Freddolino, David\u00a0J. Hardy, Leonardo\u00a0G. Trabuco, and Klaus Schulten. Accelerating molecular modeling applications with graphics processors. <em>Journal of Computational Chemistry<\/em>, 28(16):2618-2640, 2007. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1002\/jcc.20829\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"sunarso:2010:molecular_dynamics\"><\/a> Alfeus Sunarso, Tomohiro Tsuji, and Shigeomi Chono. GPU-accelerated molecular dynamics simulation for study of liquid crystalline flows. <em>Journal of Computational Physics<\/em>, 229(15):5486-5497, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.jcp.2010.03.047\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"trapnell:schatz:2009:dna_sequence_alignment\"><\/a> Cole Trapnell and Michael\u00a0C. Schatz. Optimizing data intensive GPGPU computations for DNA sequence alignment. <em>Parallel Computing<\/em>, 35(8-9):429-440, 2009. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.parco.2009.05.002\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"watson:etal:2010:accelerating_correlated_quantum_chemistry\"><\/a> Mark Watson, Roberto Olivares-Amaya, Richard\u00a0G. Edgar, and Alan Aspuru-Guzik. Accelerating correlated quantum chemistry calculations using graphical processing units. <em>Computing in Science &amp; Engineering<\/em>, 12(4):40-50, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1109\/MCSE.2010.29\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"yasuda:2008:two-electron_integral\"><\/a> Koji Yasuda. Two-electron integral evaluation on the graphics processor unit. <em>Journal of Computational Chemistry<\/em>, 29(3):334-342, 2008. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1002\/jcc.20779\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\"><a name=\"yokota:etal:2009:fast_multipole_methods\"><\/a> R.\u00a0Yokota, T.\u00a0Narumi, R.\u00a0Sakamaki, S.\u00a0Kameoka, S.\u00a0Obi, and K.\u00a0Yasuoka. Fast multipole methods on a cluster of GPUs for the meshless simulation of turbulence. <em>Computer Physics Communications<\/em>, 180(11), 2009. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.cpc.2009.06.009\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\">\n<h1 style=\"text-align: left;\">Applications of GPU computing in imaging and visualization<\/h1>\n<p style=\"text-align: justify;\">\n<p style=\"text-align: justify;\"><a name=\"okitsu:2010:cone_beam_reconstruction\"><\/a> Yusuke Okitsu, Fumihiko Ino, and Kenichi Hagihara. High-performance cone beam reconstruction using CUDA compatible GPUs. <em>Parallel Computing<\/em>, 36(2-3):129-141, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.parco.2010.01.004\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\">\n<h1 style=\"text-align: left;\">Applications of GPU computing in finance<\/h1>\n<p style=\"text-align: justify;\">\n<p style=\"text-align: justify;\"><a name=\"surkov:2010:parallel_option_pricing\"><\/a> Vladimir Surkov. Parallel option pricing with Fourier space time-stepping method on graphics processing units. <em>Parallel Computing<\/em>, 36(7):372-380, 2010. [\u00a0<a href=\"http:\/\/dx.doi.org\/10.1016\/j.parco.2010.02.006\">DOI<\/a> ]<\/p>\n<p style=\"text-align: justify;\">\n","protected":false},"excerpt":{"rendered":"<p>A few days ago, I started to gather a\u00a0 survey on GPU computing literature. The survey is non-exhaustive and has strong bias to computational physics applications. However, it might be useful for other GPU computing enthusiasts as well. Therefore, I publish my survey in this post. The list will be updated from time to time.&hellip; <a href=\"https:\/\/www.numbercrunch.de\/blog\/2010\/08\/gpu-computing-literature\/\" class=\"more-link\">Continue reading <span class=\"screen-reader-text\">GPU computing literature<\/span><\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[13],"tags":[],"class_list":["post-187","post","type-post","status-publish","format-standard","hentry","category-gpu-computing"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v25.6 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>GPU computing literature - Number Crunch<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.numbercrunch.de\/blog\/2010\/08\/gpu-computing-literature\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"GPU computing literature - Number Crunch\" \/>\n<meta property=\"og:description\" content=\"A few days ago, I started to gather a\u00a0 survey on GPU computing literature. The survey is non-exhaustive and has strong bias to computational physics applications. However, it might be useful for other GPU computing enthusiasts as well. Therefore, I publish my survey in this post. 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