Kernel density estimation using graphical processing unit

Kernel density estimation for particles distributed over a 2-dimensional space is calculated using a single graphical processing unit (GTX 660Ti GPU) and CUDA-C language. Parallel calculations are done for particles having bivariate normal distribution and by assigning calculations for equally-spaced node points to each scalar processor in the GPU. The number of particles, blocks and threads are varied to identify favorable configuration. Comparisons are obtained by performing the same calculation using 1, 2 and 4 processors on a 3.0 GHz CPU using MPICH 2.0 routines. Speedups attained with the GPU are in the range of 88 to 349 times compared the multiprocessor CPU. Blocks of 128 threads are found to be the optimum configuration for this case.