I have just installed a Nvidia GT660 graphic card on my desktop and, after some struggle, I manage to interface it with R.
I have been playing with several R packages that use GPUs, especially gputools, and I was comparing the time taken by my GPU and CPU to perform some basic operations:
- inverting matrices (CPU faster)
- qr decomposition (CPU faster)
- big correlation matrices (CPU faster)
- matrix multiplication (GPU much faster!)
Notice that I have experimented mainly with gputools so maybe other packages perform better.
In broad terms my question is: what some routine statistical operations that might be worth executing on a GPU rather than a CPU?