GPU execution is a technique for high-performance financial, image processing and other data-parallel numerical programming.
The following options are available for executing F# on the GPU. Further options may be available in the context of F# or .NET programming. If you would like an option added here, please email firstname.lastname@example.org.
Option 1 - Use Alea.cuBase, for F#-enabled CUDA programming
- See the Quantlea pages on Alea.cuBase.
- Quantlea are also a consulting company providing consulting services for F# and financial GPU programming.
Option 2 - Use StatFactory’s FCore library, a GPU-enabled F# maths/stats library
Option 3 - Use FSCL, an open-source F#-to-OpenCL compiler
- See the FSCL project