Cuda and Lua 5.1 Binding between Lua and Cuda

For an algorithmic trading solution, we are considering porting some of the formulas (option, efficient frontier etc.) to take advantage of the calculation power of Cuda.
We want to expose the formulas as functions in Lua 5.1 Lua site

any Cuda experts here, that has some tips as how to do this.?

Thanks in advance for tips :-)

There are several programming languages with CUDA bindings out there right now. Here’s a partial list that might give you some ideas:

I think a good first step is to determine Lua’s preferred method of interfacing native code into the scripting language. Since Lua was designed to be embeddable/extendable it looks straightforward (here).

I announced bindings for Lua just this last week–see: [post=“1072495”]Sticky: Links to CUDA development tools.[/post]. Other language bindings (Ruby, Perl, Python),etc are also available. These are high level API bindings so that performance is very good–i.e. most operations are done in C+±-not Lua, etc. Performance should usually be better than C++ code that does not follow all of the current best practices (since Kappa does automatically follow best practice plus it has a resource scheduler that automatically takes advantage of concurrent kernel execution).

As a bonus, from Lua, via Kappa, you can invoke Perl or Python libraries to leverage their capabilities (and relative lack of performance :( --depending on the library).