Numerical Algorithms Group has released an updated version of NAG numeric routines for GPUs for scientists using Monte Carlo simulations in drug discovery, scientific research and more.
The latest release of NAG's code for graphics processing units (GPU) contains routines for Monte Carlo simulations - Quasi and Pseudo Random Number Generators, Brownian bridge, and associated statistical distributions.
GPUs were originally used for 3D gaming acceleration on personal computers but have recently been at the forefront of numerical and scientific computation.
Monte Carlo simulations are used in an array of technical computing applications in areas such as finance, engineering simulations, drug discovery, scientific research, oil and gas exploration and more.
NAG's numerical routines for GPU computing are available to academic researchers involved in collaborative research with the NAG organisation.
Commercial organisations can also get access to NAG's GPU code and programming services by contacting their local NAG offices.
