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šŸ“Parallel numerical integration using Monte Carlo on GPU

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Parallel numerical integration using Monte Carlo on GPU

Last commmit: on 8 May 2015

Based on a method by Allen Genz 1999.

Changes log:

  • Wrote MC kernel for CUDA using Matlab Parallel toolbox as host (2014)
  • Pushed code to github
  • Set up docker-based Nvidia compiler
  • Rewrote practice cuda code
  • Attempted to use AWS GPU instances (The AWS instance didn't actually have the GPU)
  • Attempted GCP instances (failed)
  • Wrote pure cuda based host (instead of Matlab host) code
  • Change of default branch

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