GPU, CUDA and HPC
By Melvin Koh on Jun 27, 2008
Looks like more and more applications are moving towards nVidia GPUs and using the CUDA SDK. SciFinance from SciComp is a code synthesis technology for building derivatives pricing and risk models. Just by changing certain keyword, it can generate CUDA-enabled codes that are, according to the website, 30X-80X faster than the serial codes. Also, check out the CUDA-zone website which shows many successes of accelerating the performance of apps using CUDA and nVidia's GPU.