Programming CUDA and opencl: A case study using modern C++ libraries

Abstract. We present a comparison of several modern C++ libraries providing high-level in-terfaces for programming multi- and many-core architectures on top of CUDA or OpenCL. The comparison focuses on the solution of ordinary differential equations and is based on odeint, a frame-work for the solution of systems of ordinary differential equations. Odeint is designed in a very flexible way and may be easily adapted for effective use of libraries such as MTL4, VexCL, or Vi-ennaCL, using CUDA or OpenCL technologies. We found that CUDA and OpenCL work equally well for problems of large sizes, while OpenCL has higher overhead for smaller problems. Further-more, we show that modern high-level libraries allow to effectively use the computational resources of many-core GPUs or multi-core CPUs without much knowledge of the underlying technologies