Solving High-Dimensional Problems on Processors with Integrated GPU.

In the last five years GPU-computing has become a powerful means of high performance computing. This development drove instruction set extensions such as AVX for general purpose CPUs or even created new architectures, e.g. Intel's Many Integrated Core Architecture based on regular general purpose components stemming from the x86 world. GPUs and accelerators in general can be regarded as co-processors. If we go back 20 or 25 years we see a similar scenario with floating point co-processors (e.g. x87 unit). These special function units eventually merged into the general purpose processors' architectures. Since the introduction of Intel's MMX technology in 1997 we can witness a similar process for all kinds of media (signal, audio and video) processing. Since 2011 GPUs and CPUs are merging onto one die.