The use of Graphics Processing Units for rendering is well known, but their power for general parallel computation has only recently been explored. Parallel algorithms running on GPUs can often achieve up to 100x speedup over similar CPU algorithms, with many existing applications for physics simulations, signal processing, financial modeling, neural networks, and countless other fields.
This course will cover programming techniques for the GPU. The course will introduce NVIDIA’s parallel computing language, CUDA. Beyond covering the CUDA programming model and syntax, the course will also discuss GPU architecture, high performance computing on GPUs, parallel algorithms, CUDA libraries, and applications of GPU computing.
Problem sets will cover performance optimization and specific GPU applications such as numerical mathematics, medical imaging, finance, and other fields.