There is an interesting book coming up: “Numerical Computations with GPUs” – a book explaining various numerical algorithms with code in CUDA or OpenCL.
edit: At the moment there are 21 articles to be included in the book.
edit 2: book should be out in July
edit 3: Order via Springer International or Amazon US.
TOC:
- Accelerating Numerical Dense Linear Algebra Calculations with GPUs.
- A Guide to Implement Tridiagonal Solvers on GPUs.
- Batch Matrix Exponentiation.
- Efficient Batch LU and QR Decomposition on GPU.
- A Flexible CUDA LU-Based Solver for Small, Batched Linear Systems.
- Sparse Matrix-Vector Product.
- Solving Ordinary Differential Equations on GPUs.
- GPU-based integration of large numbers of independent ODE systems.
- Finite and spectral element methods on unstructured grids for flow and wave propagation problems.
- A GPU implementation for solving the Convection Diffusion equation using the Local Modified SOR method.
- Pseudorandom numbers generation for Monte Carlo simulations on GPUs: Open CL approach.
- Monte Carlo Automatic Integration with Dynamic Parallelism in CUDA.
- GPU-Accelerated computation routines for quantum trajectories method.
- Monte Carlo Simulation of Dynamic Systems on GPUs.
- Fast Fourier Transform (FFT) on GPUs.
- A Highly Efficient FFT Using Shared-Memory Multiplexing.
- Increasing parallelism and reducing thread contentions in mapping localized N-body simulations to GPUs.
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