NVIDIA announces the CUDA 4.0 architecture which greatly increases productivity over previous versions and includes improvements such as multi-thread Sharing of GPUs and added support for C++ features like new/delete and virtual functions. It will be interesting how performance of applications like [email protected] perform under the new architecture. You can try it out while folding for Legit Reviews!
“Having access to GPU computing through the standard template interface greatly increases productivity for a wide range of tasks, from simple cashflow generation to complex computations with Libor market models, variable annuities or CVA adjustments,” said Peter Decrem, director of Rates Products at Quantifi. “The Thrust C++ library has lowered the barrier of entry significantly by taking care of low-level functionality like memory access and allocation, allowing the financial engineer to focus on algorithm development in a GPU-enhanced environment.”