[R] General-purpose GPU computing in statistics (using R)

Allan Engelhardt allane at cybaea.com
Thu Jun 3 18:05:37 CEST 2010


You may be interested in the "gputools" package and associated web site 
which discusses some of your questions in the second paragraph.

Hope this helps a little.

Allan

On 03/06/10 14:43, Ravi Varadhan wrote:
> Hi All,
>
>
>
> I have been reading about general purpose GPU (graphical processing units)
> computing for computational statistics.  I know very little about this, but
> I read that GPUs currently cannot handle double-precision floating points
> and also that they are not necessarily IEEE compliant.  However, I am not
> sure what the practical impact of this limitation is likely to be on
> computational statistics problems (e.g. optimization, multivariate analysis,
> MCMC, etc.).
>
>
>
> What are the main obstacles that are likely to prevent widespread use of
> this technology in computational statistics? Can algorithms be coded in R to
> take advantage of the GPU architecture to speed up computations?  I would
> appreciate hearing from R sages about their views on the usefulness of
> general purpose GPU (graphical processing units) computing for computational
> statistics.  I would also like to hear about views on the future of GPGPU -
> i.e. is it here to stay or is it just a gimmick that will quietly disappear
> into the oblivion.
>
>
>
> Thanks very much.
>
>
>
> Best regards,
>
> Ravi.
>
> ----------------------------------------------------------------------------
> ------------------------------
>
> Ravi Varadhan, Ph.D.
>
> Assistant Professor,
>
> Center on Aging and Health,
>
> Johns Hopkins University School of Medicine
>
> (410)502-2619
>
> rvaradhan at jhmi.edu
>
> http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h
> tml
>
>
>
>
>
>
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>
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