From STEEL GRIPS online
More GPU routines for metallurgy research
May 6, 2010
General Purpose GPUs (graphical processing units) were originally used for 3D gaming acceleration on personal computers but have recently been at the forefront of numerical and scientific computation. Monte Carlo simulations are used in a wide array of technical computing applications in diverse areas such as finance, engineering simulations, drug discovery, scientific research, oil and gas exploration, and more.
NAG’s (Numerical Algorithms Group) numerical routines for GPU computing are available to academic researchers involved in collaborative research with the NAG organization. Commercial organizations can also get access to NAG’s GPU code and programming services by contacting the NAG offices.
The latest release of NAG’s code for GPUs contains routines for Monte Carlo simulations-Quasi and Pseudo Random Number Generators, Brownian bridge, and associated statistical distributions.
With origins in several UK universities, the Numerical Algorithms Group (NAG, www.nag.com), is an Oxford, UK headquartered not-for-profit numerical software development organization that collaborates with world-leading researchers and practitioners in academia and industry.
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