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

In addition to the suggestion by the above poster use the TPL (task parallel library) when appropriate to run in parallel on multiple cores.

The example above could use Parallel.Foreach and ConcurrentDictionary, but a more complex map-reduce setup where the array is split into chunks each generating an dictionary which would then be reduced to a single dictionary would give you better results.

I don't know whether all your computations map correctly to the GPU capabilities, but you'll have to use a map-reduce algorithm anyway to map the calculations to the GPU cores and then reduce the partial results to a single result, so you might as well do that on the CPU before moving on to a less familiar platform.