In the introduction, the bachelor thesis outlines the origins of modern graphic processors. The theoretical part of the text describes the minimum of required information from parallel programming model essential to program simple DSP algorithms. The next part elaborate on three common DSP algorithms, finite impulse response filter, naive implementation of discrete cosine transform type II, and fast Fourier transform. To demonstrate parallel capability of GPU, algorithm for JPEG compression was chosen as JPEG compression is favorable because it illustrates both advantages and disadvantages of parallel data processing on GPU, and compromises needed to be considered