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Speeding Up Monte Carlo Computations by Parallel Processing Using a GPU for Uncertainty Evaluation in accordance with GUM Supplement 2
Published in NCSLI Measure, 2018
C. M. Tsui, Aaron Y. K. Yan, H. W. Lai
GPUs are designed to render 3D computer graphics in real time. They have highly parallel architecture optimized for manipulating pixels in frame buffers. In the early days, GPUs had limited programmability and were seldom used outside the graphics processing area. The situation started to change in 2007. The architectures of GPUs from two major suppliers, Nvidia and AMD, became more flexible so that the hardware allowed re-configuration to support different shader stages (A “shader” is computer jargon referring to a short program for handling graphics.) in the graphical rendering pipeline (the unified shader model). People began to realize that with this flexibility, it became feasible to deploy the highly parallel architecture of GPUs for general scientific computing applications.