Kindratenko V. Numerical computations with GPUs 2014

Textbook in PDF format

Accelerating Numerical Dense Linear Algebra Calculations with GPUs.
A Guide to Implement Tridiagonal Solvers on GPUs.
Batch Matrix Exponentiation.
Efficient Batch LU and QR Decomposition on GPU.
A Flexible CUDA LU-Based Solver for Small, Batched Linear Systems.
Sparse Matrix-Vector Product.
Solving Ordinary Differential Equations on GPUs.
GPU-based integration of large numbers of independent ODE systems.
Finite and spectral element methods on unstructured grids for flow and wave propagation problems.
A GPU implementation for solving the Convection Diffusion equation using the Local Modified SOR method.
Pseudorandom numbers generation for Monte Carlo simulations on GPUs: Open CL approach.
Monte Carlo Automatic Integration with Dynamic Parallelism in CUDA.
GPU-Accelerated computation routines for quantum trajectories method.
Monte Carlo Simulation of Dynamic Systems on GPUs.
Fast Fourier Transform (FFT) on GPUs.
A Highly Efficient FFT Using Shared-Memory Multiplexing.
Increasing parallelism and reducing thread contentions in mapping localized N-body simulations to GPUs