Mathematica GPU quasi monte carlo integrals using CUDA

In summary, the conversation was about the speaker's new computer with an Nvidia card which allows for GPU parallel processing in Mathematica using CUDA. Their main interest is in using this for numerical integrals, but it is not included as a built-in function. They ask if anyone has attempted this and mention needing help to implement it. Unfortunately, no one is able to help at the moment.
  • #1
Wesleytf
32
0
hello all! I just got a new computer with an Nvidia card, and am now able to do some GPU parallel processing inside mathematica using CUDA.

My main interest is in taking tons of moderate accuracy (3-4 digits) numerical integrals. I've been using QMC in MMA and that's been working well, but I'd like to try it on the GPU to hopefully expedite the process. This would be trivial if they'd included that as one of the built in functions, but alas, they did not.

Has anyone on here attempted doing something like this? After reviewing the documentation, it looks like something I wouldn't be able to implement without some help.
 
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  • #2
Aw, no one to help it looks like. For now, I forge on alone!
 
  • #3
Sorry there were no bites...
If you buy me a computer with a CUDA capable GPU card, I'll be glad to try to help!
 

Related to Mathematica GPU quasi monte carlo integrals using CUDA

What is Mathematica?

Mathematica is a computer algebra system used for mathematical, scientific, and engineering calculations and simulations. It provides a comprehensive programming language and high-level functions for performing complex computations.

What is GPU?

GPU stands for graphics processing unit. It is a specialized electronic circuit designed to quickly manipulate and alter memory to accelerate the creation of images in a frame buffer intended for output to a display.

What is quasi monte carlo integration?

Quasi monte carlo integration is a numerical method for approximating the value of a definite integral. It uses a sequence of points in the integration domain that is more evenly distributed than the random points used in traditional monte carlo integration, resulting in a faster and more accurate approximation.

What is CUDA?

CUDA is a parallel computing platform and programming model developed by NVIDIA for general computing on GPUs. It allows programmers to use a C-like language to write code that can be executed on the GPU for faster and more efficient processing.

How does Mathematica use CUDA for quasi monte carlo integrals?

Mathematica has built-in functions that allow for the use of CUDA for performing quasi monte carlo integrals. These functions take advantage of the parallel computing capabilities of GPUs to significantly speed up the calculation process, resulting in faster and more accurate results.

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