A comparison of the performance of CUDA versus OpenMP for Jacobi, Gauss-Seidel, and S.O.R. iterative methods for Laplace's Equation with Dirichlet boundary conditions is presented. Both the number of cores and the grid size were varied for the OpenMP program, while the grid size was varied for the CUDA program. CUDA outperforms the 8-core OpenMP program with the Jacobi and Gauss-Seidel schemes for all grid sizes, and is competitive with S.O.R for all grid sizes examined.
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