In this chapter, we will be taking a tour of three of the standard CUDA libraries intended for streamlined numerical and scientific computation. The first that we will look at is cuBLAS, which is NVIDIA's implementation of the Basic Linear Algebra Subprograms (BLAS) specification for CUDA. (cuBLAS is NVIDIA's answer to various optimized, CPU-based implementations of BLAS, such as the free/open source OpenBLAS or Intel's proprietary Math Kernel Library.) The next library that we will look at is cuFFT, which can perform virtually every variation of the fast Fourier transform (FFT) on the GPU. We'll look at how we can use cuFFT for filtering in image processing in particular. We will then look at cuSolver, which can perform more involved linear algebra operations than those featured in cuBLAS, such as singular value decomposition...
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