Running Kappa script in GPU

[debdaspaul]

Hi, 

I was wondering how to run a Kappa script in GPU to obtain several thousands of independent sample paths in a matter of seconds.  

Thank you 

Sincerely 

Debdas

[Pierre Boutillier]

Hi,

There is no known way!

I'm not sure it would even do the speedup you expect:

- GPU cores have to all run the same instruction at the same time. So you would trivially run thousand of time the same run in parallel but I don't know how to handle several paths (that don't do the same event at the same time).

- GPU are fast to compute but slow to transfer data. Even if you manage to design a way so that each core computes its own run. Gathering all the result from all these core should be the bottleneck.

Best,

Pierre B.

--
You received this message because you are subscribed to the Google Groups "kappa-users" group.
To unsubscribe from this group and stop receiving emails from it, send an email to kappa-users...@googlegroups.com.
For more options, visit https://groups.google.com/d/optout.