Brussels / 2 & 3 February 2013


Solving ODEs with Cuda/OpenCL

In this talk I will give a short introduction how systems of ordinary differential equations (ODEs) can be solved on modern GPU devices. The talk is based on odeint [1] a C++ library devoted to solve ODEs and which is accepted as a Boost library. I will mainly show how different CUDA and OpenCL libraries can be used in odeint and compare these libraries by usability and performance. In more detail I will consider the frameworks VeXCL[2], ViennaCL[3], Thrust[4] and MTL[5] which are all OSS libraries for GPU technologies.

[1] [2] [3] [4] [5]


Karsten Ahnert