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Monte-Carlo Option Pricing with Multi-GPU support For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

This sample evaluates fair call price for a given set of European options using Monte-Carlo approach, taking advantage of all CUDA-capable GPUs installed in the system.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

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FFT Ocean Simulation For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

This sample simulates an Ocean heightfield using CUFFT and renders the result using OpenGL.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

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256-bin Histogram For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

This sample demonstrates efficient implementation of 256-bin histogram.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

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64-bin Histogram For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

This sample demonstrates efficient implementation of 64-bin histogram.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

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FFT-Based 2D Convolution For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

This sample demonstrates how 2D convolutions with very large kernel sizes can be efficiently implemented using FFT transformations.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

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MersenneTwister For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

This sample implements Mersenne Twister random number generator and Cartesian Box-Muller transformation on the GPU.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

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Monte-Carlo Option Pricing For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

This sample evaluates fair call price for a given set of European options using Monte-Carlo approach.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

Whitepaper
Download - Windows
Download - Linux


Binomial Option Pricing For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

This sample evaluates fair call price for a given set of European options under binomial model.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

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Download - Linux


Image Denoising For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

This sample demonstrates two adaptive image denoising technqiues: KNN and NLM, based on computation of both geometric and color distance between texels. While both techniques are implemented in the DirectX SDK using shaders, massively speeded up variation of the latter techique, taking advantage of shared memory, is implemented in addition to DirectX counterparts.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

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DirectX Texture Compressor (DXTC) For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

High Quality DXT Compression using CUDA. This example shows how to implement an existing computationally-intensive CPU compression algorithm in parallel on the GPU, and obtain an order of magnitude performance improvement.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

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N-Body Simulation For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

This sample demonstrates efficient all-pairs simulation of a gravitational n-body simulation in CUDA. This sample accompanies the GPU Gems 3 chapter "Fast N-Body Simulation with CUDA".
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

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Parallel Reduction For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

A parallel sum reduction that computes the sum of large arrays of values. This sample demonstrates several important optimization stratezies for parallel algorithms like reduction.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

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Fast Walsh Transform For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

Naturally (Hadamard)-ordered Fast Walsh Tranform for batched vectors of arbitrary eligible (power of two) lengths.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

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Eigenvalues For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

The computation of all or a subset of all eigenvalues is an important problem in linear algebra, statistics, physics, and many other fields. This sample demonstrates a parallel implementation of a bisection algorithm for the computation of all eigenvalues of a tridiagonal symmetric matrix of arbitrary size with CUDA.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

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Sobel Filter For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

This sample implements the Sobel edge detection filter for 8-bit monochrome images.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

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Scan For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

This example demonstrates an efficient CUDA implementation of parallel prefix sum, also known as "scan". Given an array of numbers, scan computes a new array in which each element is the sum of all the elements before it in the input array.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

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Scan of Large Arrays For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

This example demonstrates an efficient CUDA implementation of parallel prefix sum (also known as "scan") for arbitrary-sized arrays. Given an array of numbers, scan computes a new array in which each element is the sum of all the elements before it in the input array.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

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Fluids (OpenGL Version) For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

An example of fluid simulation using CUDA and CUFFT, with OpenGL rendering.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

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Fluids (Direct3D Version) For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

An example of fluid simulation using CUDA and CUFFT, with Direct3D 9 rendering.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

Download - Windows


1D Discrete Haar Wavelet Decomposition For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

Discrete Haar wavelet decomposition for 1D signals with a length which is a power of 2.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

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Download - Linux

 

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