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@jhmi.edu 

http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h
tml 

 

 


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