F#unctional Londoners Meetup Group / GPU enabled F# numerics

f#gpunumerics

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Description

In this talk, Adam Mlocek will show how F# allows us to write elegant .NET numerical code that runs on both CPU and GPU. We will start with a short introduction to F# and GPU programming. Then we will look at F# implementation of multidimensional matrix library and compare it to Matlab®. Finally, we will go through 2 simple F#/Matlab® examples of calculating Pi and pricing a euro option by Monte Carlo on both CPU and GPU.

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Adam Mlocek (adam.mlocek)

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In this talk Matt Moloney and Adam Mlocek will preview the Tsunami IDE which provides an embedded F# IDE experience inside of Excel with full integration!
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F#unctional Londoners Meetup Group
N/A
Mar 22, 2012
This month, the F#unctional Londoners Meetup Group presents Adam Mlocek on GPU enabled F# numerics, followed by a set of lightning talks on F# related topics.
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