General Purpose Computing on Graphics Processing Units (GPGPU) allows you to make use of your video card (GPU) to perform general purpose computing. The typical GPU contains hundreds of cores capable of performing mathematically intense operations. However, harnessing the power of the GPU is much different than the traditional CPU programming that most programmers are used to. This presentation will show how to make use of the GPU from Java using OpenCL. OpenCL abstracts the differences between competing GPU architectures.

GPU's are not suited to every task, so the criteria for a good GPU task will be reviewed. To demonstrate the power of the GPU in Java I will show how to use the GPU to speed a Big Data process over a large volume of financial data. This can greatly speed up certain data mining and predictive Modeling applications. I will also show how GPU's can be used in an Amazon EC2 cluster.