Parallel computing with CUDA.net

Parallel computing of Monte Carlo simulation can easily achieve 40 to 160 speedup with CUDA.net and NVidia Tesla C1060 GPU card. Here is my setup:

1. Machine: Intel^® Core™2 Quad CPU Q9450 @ 2.66 GHz 2.66GHz, 3.00 GB of RAM













2. GPU card: NVIDIA^® Tesla™ C1060












3. Compiler: Microsoft Visual Studio Team System 2008













4. GPU library: GASS CUDA.net








5. Program: Distribution of Correlated Random Variables