Mathematica GPU quasi monte carlo integrals using CUDA

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SUMMARY

The discussion centers on utilizing CUDA for GPU parallel processing in Mathematica to perform quasi-Monte Carlo (QMC) integrals. The user has a new Nvidia GPU and aims to enhance the speed of numerical integration, specifically targeting moderate accuracy (3-4 digits). Despite the absence of built-in GPU support for QMC in Mathematica, the user expresses a desire to implement this functionality independently, seeking assistance from the community.

PREREQUISITES
  • Familiarity with Mathematica (MMA) for numerical computations
  • Understanding of CUDA programming for GPU processing
  • Knowledge of quasi-Monte Carlo methods for numerical integration
  • Basic experience with Nvidia GPU architecture
NEXT STEPS
  • Research CUDA programming techniques for Mathematica integration
  • Explore existing libraries for GPU-based quasi-Monte Carlo methods
  • Learn about performance optimization in CUDA for numerical computations
  • Investigate community forums for shared experiences and code snippets related to GPU integration in Mathematica
USEFUL FOR

Mathematica users, computational scientists, and developers interested in enhancing numerical integration performance through GPU acceleration.

Wesleytf
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hello all! I just got a new computer with an Nvidia card, and am now able to do some GPU parallel processing inside mathematica using CUDA.

My main interest is in taking tons of moderate accuracy (3-4 digits) numerical integrals. I've been using QMC in MMA and that's been working well, but I'd like to try it on the GPU to hopefully expedite the process. This would be trivial if they'd included that as one of the built in functions, but alas, they did not.

Has anyone on here attempted doing something like this? After reviewing the documentation, it looks like something I wouldn't be able to implement without some help.
 
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Aw, no one to help it looks like. For now, I forge on alone!
 
Sorry there were no bites...
If you buy me a computer with a CUDA capable GPU card, I'll be glad to try to help!
 

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