Author: Paul Shirkey

NMath Premium’s new Adaptive GPU Bridge Architecture

The most recent release of NMath Premium 6.0 is a major update which includes an upgraded optimization suite, now backed by the Microsoft Solver Foundation, a significantly more powerful GPU-bridge architecture, and a new class for cubic smoothing splines. This blog post will focus on the new API for doing computation on GPU's with NMath Premium. The adaptive GPU bridge API in NMath Premium 6....
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Distributing Parallel Tasks on Multiple GPU’s

In this post I'm going demonstrate how to use the Task Parallel Library with NMath Premium to run tasks in parallel on multiple GPU's and the CPU. Back in 2012 when Microsoft released .NET 4.0 and the System.Threading.Task namespace many .NET programmers never, or only under duress, wrote multi-threaded code. It's old news now that TPL has reduced the complexity of writing threaded code by provi...
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CenterSpace in Chicago and Singapore

NVIDIA GPU Technology Workshop in SE Asia CenterSpace will be giving a presentation at the upcoming GPU Technology Workshop South East Asia on July 10. The conference will be held at the Suntec Singapore Convention & Exhibition Centre. For a full schedule of talks see the agenda. Abstract From CPU to GPU: a comparative case study / Andy Gray – CenterSpace Sof...
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Optimal Portfolio Allocation

The problem of optimal portfolio allocation, in its simplest form, asks the question of how to fully allocate a given amount of wealth across a fixed universe of investments to achieve a minimum-risk goal-expected return. The known quantities are the potential field of investments, their performance history, and the goal rate of return; The unknown is the wealth allocation across the investments....
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Chebyshev Filters in C#

There are three classes of widely used IIR (recursive) filters in signal processing: Butterworth, Chebyshev, and elliptical. In this postI will give a short introduction to Chebyshev filters, present a code implementation, and end with a usage example. The Butterworth filter was discussed in a previous blog article. Chebyshev filters come in two flavors defined by either allowing ripple in the ...
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