All I know about R and GPUs is that there was a poster (which I haven't seen) about it by Glaser et. al at User!2007 (http://user2007.org/program/). I've tried contacting Daniel Adler through http://rgl.neoscientists.org/ but no luck so far. Sorry I can't be more helpful, but please share your results with the list! Uri -----Original Message----- From: r-sig-finance-bounces at stat.math.ethz.ch [mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Joshua Reich Sent: Monday 31 March 2008 20:50 To: R-SIG-Finance Subject: [R-SIG-Finance] R + NVIDIA CUDA
From browsing the NVIDIA CUDA forum
(http://www.nvidia.com/object/cuda_home.html) it seems that quite a few people are working on Monte Carlo option pricing libraries using GPU technology for impressive speed-ups. Does anyone here know of any attempts to use NVIDIA's BLAS library with R? Thanks, Josh Reich _______________________________________________ R-SIG-Finance at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first. *************************************************************************** This email and any files transmitted with it are confide...{{dropped:11}}