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Solving least correlated subset problem with F# and GPUs

Home Page: http://blog.quantalea.com/?p=8391

F# 100.00%

leastcorrelatedsubset's Introduction

Searching Least Correlated Subset with GPUs

This is the code for QuantAlea's contribution to the F# Advent Calendar.

This blog post explains the code and gives additional background informations.

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