Martin Maechler maechler at stat.math.ethz.ch
Wed Apr 2 13:56:01 CEST 2008

>>>>> "US" == Uri Shimron <UriShimron at optiver.com>
>>>>>     on Wed, 2 Apr 2008 13:31:34 +0200 writes:

    US> All I know about R and GPUs is that there was a poster (which I haven't
    US> seen) about it by Glaser et. al at User!2007
    US> (http://user2007.org/program/). I've tried contacting Daniel Adler
    US> through http://rgl.neoscientists.org/ but no luck so far. Sorry I can't
    US> be more helpful, but please share your results with the list!

but "the list" for such a topic should really be  
"R-devel" rather than "R-SIG-Finance" ...


    US> Uri
    US> -----Original Message-----
    US> From: r-sig-finance-bounces at stat.math.ethz.ch
    US> [mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Joshua
    US> Reich
    US> Sent: Monday 31 March 2008 20:50
    US> To: R-SIG-Finance
    US> Subject: [R-SIG-Finance] R + NVIDIA CUDA

    >> From browsing the NVIDIA CUDA forum
    US> (http://www.nvidia.com/object/cuda_home.html) it seems that quite a few
    US> people are working on Monte Carlo option pricing libraries using GPU
    US> technology for impressive speed-ups. Does anyone here know of any
    US> attempts to use NVIDIA's BLAS library with R?

    US> Thanks,
    US> Josh Reich

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