Re: [Quantlib-dev] CUDA

[Sylvain B. <syl...@gm...>]

On Wed, Jun 17, 2009 at 11:05 AM, Luigi Ballabio
<lui...@gm...>wrote:

> On Fri, 2009-06-05 at 23:31 +0200, Juan Leni [matyca] wrote:
> > Is someone interested in porting some parts of the library to CUDA?
>
> Juan,
>        some work is being done already. You can coordinate with Luca
> Ferraro;
> his address is in cc.
>
>
Hi all,

I'm interested in those developments as well.
I assume best performance gains come from porting Monte Carlo and
optimization / root finding algorithm?
Are you guys more focused on CUDA or OpenCL?

Regards,
Sylvain