How to use GPU for mathematics [closed]

Question

I am looking at utilising the GPU for crunching some equations but cannot figure out how I can access it from C#. I know that the XNA and DirectX frameworks allow you to use shaders in order to access the GPU, but how would I go about accessing it without these frameworks?

Answer 1

I haven't done it from C#, but basically you use the CUDA (assuming you're using an nVidia card here, of course) SDK and CUDA toolkit to pull it off.

nVidia has ported (or written?) a BLAS implementation for use on CUDA-capable devices. They've provided plenty of examples for how to do number crunching, although you'll have to figure out how you're going to pull it off from C#. My bet is, you're going to have to write some stuff in un-managed C or C++ and link with it.

If you're not hung-up on using C#, take a look at Theano. It might be a bit overkill for your needs, since they're building a framework for doing machine learning on GPUs from Python, but ... it works, and works very well.

Answer 2

If your GPU is NVidia, you can use CUDA.

There is an example here, that explain all the chain, including some C/C++ code: CUDA integration with C#

And there is a library called CUDA.NET available here: CUDA.NET

If your GPU is ATI, then there is ATI Stream. .NET support is less clear to me on this. Maybe the Open Toolkit Library has it, through OpenCL support.

And finally, there is an Microsoft Research project called "Accelerator" which has a managed wrapper which should work on any hardware (provided it supports DirectX 9).