Example Projects for GPU.NET

Project Descriptions

• CSharp.BlackScholes.Console

  Generates random option data, then computes the call/put option prices on the GPU using the Black-Scholes model.

• CSharp.BlackScholes.WinForms

  The same kernels demonstrated in CSharp.BlackScholes, but wrapped in a WinForms GUI which uses BackgroundWorker instances to keep the GUI responsive while running the calculations in the background.

• CSharp.LinearAlgebra.Library

  Demonstrates GPU-based implementations of basic vector/matrix operations.

• CSharp.MonteCarlo.Console

  A simple console project which consumes the accelerated CSharp.MonteCarlo.Library project.

• CSharp.MonteCarlo.Library

  Demonstrates GPU-based Monte Carlo techniques. Includes an implementation of a Monte Carlo-based pricing engine for Asian options.

• CSharp.Reduction.Console

  Demonstrates the use of the [SharedMemory] attribute by summing an array of integer values on the GPU.

• CSharp.UnitTesting.Test

  Demonstrates how GPU.NET-accelerated code can be unit-tested like any other .NET code by implementing some simple unit tests within a Visual Studio / MSTest project.

Questions? Ideas for new examples?

Please contact us if you have any questions about the example projects or ideas for new example projects!