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CUDA™ is a parallel computing platform and programming model invented by NVIDIA. It enables dramatic increases in computing performance by harnessing the power of the graphics processing unit (GPU).

13
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Here's the deal with GPUs. On a GPU, every single core is slow. Really slow. However, you have thousands of cores. If you can effectively use the thousands of cores at a time, then your algorithm will …
answered Oct 9 '16 by Chris Rackauckas
1
vote
This problem lends itself to a highly vectorized form. As you noted, the ADI method gives a few steps of tridiagonal systems. Since it's in the form of linear equations, you can use CUsolver and CUbla …
answered Feb 15 '16 by Chris Rackauckas