The CUDA Device Function Libraries and Thrust

In the last chapter, looking at a fairly broad overview of the libraries that are available in CUDA through the Scikit-CUDA wrapper module. We will now look at a few other libraries that we will have to use directly from within CUDA C proper, without the assistance of wrappers like those in Scikit-CUDA. We will start by looking at two standard libraries that consist of device functions that we may invoke from any CUDA C kernel cuRAND and the CUDA Math API. By the end of learning how to use these libraries, we will know how to use these libraries in the context of Monte Carlo integration. Monte Carlo integration is a well-known randomized method that provides estimates for the values of definite integrals from calculus. We will first look at a basic example of how to implement a simple Monte Carlo method with cuRAND to do a basic estimate...