The next meetup of the absolutely fabulous F#unctional Londoners will be one week today, at the usual venue of SkillsMatter. The topic is an exciting one! Alea.CUDA - Combining the computational power of GPUs with the functional elegance of F#Abstract F# and GPUs are two trailblazing yet unrelated technologies. F# is a uniquely productive … Continue reading Next F#unctional Londoners Meetup – F# on the GPU with Alea.CUDA, Thursday, October 18, 2012
Tag: CUDA
F# Talk at NVIDIA Global Technology Conference 2012 – “New Generation GPU Accelerated Financial Quant Libraries”
A fascinating slide deck of financial programming wizardry by Daniel Egloff of Quantlea at the NVIDIA Global Technology Conference, 2012, showing the real-world power of F# as a tool when applied in the GPGPU programming space: Title: New Generation GPU Accelerated Financial Quant Libraries New generation GPU accelerated solutions for derivative pricing, hedging, and risk management can be build … Continue reading F# Talk at NVIDIA Global Technology Conference 2012 – “New Generation GPU Accelerated Financial Quant Libraries”
GPGPU programming with C# and F#
People often ask me about GPGPU (General Purpose GPU) programming with F#. One project you might like to take a look at is Brahma, which lets you compile C# expression trees to the GPU. When combined with the F# Power Pack support for converting F# quotations to LINQ expression trees, this should give a viable … Continue reading GPGPU programming with C# and F#
@dsyme on software 