Monte Carlo on the Graphics Card
A recent short paper on The Graphics Card as Streaming Computer (see related presentation slides) got me wondering if Monte Carlo could be programmed onto a graphics card.
The proposed Protein Explorer from Japan, using a GRAPE type architecture, follows a similar programming model.
One limitation is the precision of the calculations. Single precision at best, some cards only have 8-16 bits. The penalty method or related methods may be useful for correcting errors due to finite precision. (See also Ball, Fink, and Bowler)
Another limitation is the size and complexity of the code that can execute on the graphics card. This might be more useful for simple classical Monte Carlo simluations that QMC.
I suspect this falls into the category of "cool ideas that would be fun to play with, but spending the time researching better algorithms is probably more effective".