Our presentation shows how to wed the two technologies F# and GPUs with the help of Alea.CUDA. Alea.CUDA is our new framework and compiler service for GPU computing.
It extends F# with the key CUDA concepts and allows to compile F# code quotations to an executable GPU code. I will briefly introduce Alea.CUDA and show you – by means of several live coding examples – how it can be used to develop GPU algorithms entirely in F# with the full flexibility of CUDA-C.
Besides getting an understanding of the main features of Alea.CUDA you will become familiar with some of the basic GPU computing paradigms.
To round off the presentation I shall reveal some of the implementational aspects of Alea.CUDA.
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Alea.CUDA -- Combining the computational power of GPUs with the functional elegance of F#
Daniel Egloff
He advised several high profile clients on quantitative finance, software development and high performance computing.