Can/Should I run this code of a statistical application on a GPU?

Question

I\'m working on a statistical application containing approximately 10 - 30 million floating point values in an array.

Several methods performing different, but independen

Answer 1

I don't know much of anything about parallel processing or GPGPU, but for this specific example, you could save a lot of time by making a single pass over the input array rather than looping over it a million times. With large data sets you will usually want to do things in a single pass if possible. Even if you're doing multiple independent computations, if it's over the same data set you might get better speed doing them all in the same pass, as you'll get better locality of reference that way. But it may not be worth it for the increased complexity in your code.

In addition, you really don't want to add a small amount to a floating point number repetitively like that, the rounding error will add up and you won't get what you intended. I've added an if statement to my below sample to check if inputs match your pattern of iteration, but omit it if you don't actually need that.

I don't know any C#, but a single pass implementation of your sample would look something like this:

Dictionary noOfNumbers = new Dictionary();

foreach (float x in largeFloatingPointArray)
{
    if (math.Truncate(x/0.0001f)*0.0001f == x)
    {
        if (noOfNumbers.ContainsKey(x))
            noOfNumbers.Add(x, noOfNumbers[x]+1);
        else
            noOfNumbers.Add(x, 1);
    }
}

Hope this helps.