NAG Numerical Routines for GPUs
Accompanying the NAG Numerical Routines for GPUs is documentation, including an Introduction that gives background to the available Random Number Generators and recommendations on choice and use of routines. Further individual routine documentation expands on the functions showing purpose, specification, arguments, error indicators and warnings and examples.
How can I gain access to NAG Numerical Routines for GPUs prototype?
It is available free to academics subject to them signing a collaborative agreement. NAG is also keen to engage with commercial clients for assessment and further development of numerical routines for GPUs
NAG is continuing to develop further routines for GPUs including univariate and multi-variate distributions, copulas amongst others.
We would like to thank the Technology Strategy Board (TSB) and the Smith Institute for their support in sponsoring this project and EPSRC for supporting Professor Giles’ academic research