Using Java with Nvidia GPUs (CUDA)
Marco13 already provided an excellent answer.
In case you are in search for a way to use the GPU without implementing CUDA/OpenCL kernels, I would like to add a reference to the finmath-lib-cuda-extensions (finmath-lib-gpu-extensions) http://finmath.net/finmath-lib-cuda-extensions/ (disclaimer: I am the maintainer of this project).
The project provides an implementation of "vector classes", to be precise, an interface called RandomVariable, which provides arithmetic operations and reduction on vectors. There are implementations for the CPU and GPU. There are implementation using algorithmic differentiation or plain valuations.
The performance improvements on the GPU are currently small (but for vectors of size 100.000 you may get a factor > 10 performance improvements). This is due to the small kernel sizes. This will improve in a future version.
The GPU implementation use JCuda and JOCL and are available for Nvidia and ATI GPUs.
The library is Apache 2.0 and available via Maven Central.
From the research I have done, if you are targeting Nvidia GPUs and have decided to use CUDA over OpenCL, I found three ways to use the CUDA API in java.
- JCuda (or alternative)- http://www.jcuda.org/. This seems like the best solution for the problems I am working on. Many of libraries such as CUBLAS are available in JCuda. Kernels are still written in C though.
- JNI - JNI interfaces are not my favorite to write, but are very powerful and would allow you to do anything CUDA can do.
- JavaCPP - This basically lets you make a JNI interface in Java without writing C code directly. There is an example here: What is the easiest way to run working CUDA code in Java? of how to use this with CUDA thrust. To me, this seems like you might as well just write a JNI interface.
All of these answers basically are just ways of using C/C++ code in Java. You should ask yourself why you need to use Java and if you can't do it in C/C++ instead.
If you like Java and know how to use it and don't want to work with all the pointer management and what-not that comes with C/C++ then JCuda is probably the answer. On the other hand, the CUDA Thrust library and other libraries like it can be used to do a lot of the pointer management in C/C++ and maybe you should look at that.
If you like C/C++ and don't mind pointer management, but there are other constraints forcing you to use Java, then JNI might be the best approach. Though, if your JNI methods are just going be wrappers for kernel commands you might as well just use JCuda.
There are a few alternatives to JCuda such as Cuda4J and Root Beer, but those do not seem to be maintained. Whereas at the time of writing this JCuda supports CUDA 10.1. which is the most up-to-date CUDA SDK.
Additionally there are a few java libraries that use CUDA, such as deeplearning4j and Hadoop, that may be able to do what you are looking for without requiring you to write kernel code directly. I have not looked into them too much though.
First of all, you should be aware of the fact that CUDA will not automagically make computations faster. On the one hand, because GPU programming is an art, and it can be very, very challenging to get it right. On the other hand, because GPUs are well-suited only for certain kinds of computations.
This may sound confusing, because you can basically compute anything on the GPU. The key point is, of course, whether you will achieve a good speedup or not. The most important classification here is whether a problem is task parallel or data parallel. The first one refers, roughly speaking, to problems where several threads are working on their own tasks, more or less independently. The second one refers to problems where many threads are all doing the same - but on different parts of the data.
The latter is the kind of problem that GPUs are good at: They have many cores, and all the cores do the same, but operate on different parts of the input data.
You mentioned that you have "simple math but with huge amount of data". Although this may sound like a perfectly data-parallel problem and thus like it was well-suited for a GPU, there is another aspect to consider: GPUs are ridiculously fast in terms of theoretical computational power (FLOPS, Floating Point Operations Per Second). But they are often throttled down by the memory bandwidth.
This leads to another classification of problems. Namely whether problems are memory bound or compute bound.
The first one refers to problems where the number of instructions that are done for each data element is low. For example, consider a parallel vector addition: You'll have to read two data elements, then perform a single addition, and then write the sum into the result vector. You will not see a speedup when doing this on the GPU, because the single addition does not compensate for the efforts of reading/writing the memory.
The second term, "compute bound", refers to problems where the number of instructions is high compared to the number of memory reads/writes. For example, consider a matrix multiplication: The number of instructions will be O(n^3) when n is the size of the matrix. In this case, one can expect that the GPU will outperform a CPU at a certain matrix size. Another example could be when many complex trigonometric computations (sine/cosine etc) are performed on "few" data elements.
As a rule of thumb: You can assume that reading/writing one data element from the "main" GPU memory has a latency of about 500 instructions....
Therefore, another key point for the performance of GPUs is data locality: If you have to read or write data (and in most cases, you will have to ;-)), then you should make sure that the data is kept as close as possible to the GPU cores. GPUs thus have certain memory areas (referred to as "local memory" or "shared memory") that usually is only a few KB in size, but particularly efficient for data that is about to be involved in a computation.
So to emphasize this again: GPU programming is an art, that is only remotely related to parallel programming on the CPU. Things like Threads in Java, with all the concurrency infrastructure like ThreadPoolExecutors, ForkJoinPools etc. might give the impression that you just have to split your work somehow and distribute it among several processors. On the GPU, you may encounter challenges on a much lower level: Occupancy, register pressure, shared memory pressure, memory coalescing ... just to name a few.
However, when you have a data-parallel, compute-bound problem to solve, the GPU is the way to go.
A general remark: Your specifically asked for CUDA. But I'd strongly recommend you to also have a look at OpenCL. It has several advantages. First of all, it's an vendor-independent, open industry standard, and there are implementations of OpenCL by AMD, Apple, Intel and NVIDIA. Additionally, there is a much broader support for OpenCL in the Java world. The only case where I'd rather settle for CUDA is when you want to use the CUDA runtime libraries, like CUFFT for FFT or CUBLAS for BLAS (Matrix/Vector operations). Although there are approaches for providing similar libraries for OpenCL, they can not directly be used from Java side, unless you create your own JNI bindings for these libraries.
You might also find it interesting to hear that in October 2012, the OpenJDK HotSpot group started the project "Sumatra": http://openjdk.java.net/projects/sumatra/ . The goal of this project is to provide GPU support directly in the JVM, with support from the JIT. The current status and first results can be seen in their mailing list at http://mail.openjdk.java.net/mailman/listinfo/sumatra-dev
However, a while ago, I collected some resources related to "Java on the GPU" in general. I'll summarize these again here, in no particular order.
(Disclaimer: I'm the author of http://jcuda.org/ and http://jocl.org/ )
(Byte)code translation and OpenCL code generation:
https://github.com/aparapi/aparapi : An open-source library that is created and actively maintained by AMD. In a special "Kernel" class, one can override a specific method which should be executed in parallel. The byte code of this method is loaded at runtime using an own bytecode reader. The code is translated into OpenCL code, which is then compiled using the OpenCL compiler. The result can then be executed on the OpenCL device, which may be a GPU or a CPU. If the compilation into OpenCL is not possible (or no OpenCL is available), the code will still be executed in parallel, using a Thread Pool.
https://github.com/pcpratts/rootbeer1 : An open-source library for converting parts of Java into CUDA programs. It offers dedicated interfaces that may be implemented to indicate that a certain class should be executed on the GPU. In contrast to Aparapi, it tries to automatically serialize the "relevant" data (that is, the complete relevant part of the object graph!) into a representation that is suitable for the GPU.
https://code.google.com/archive/p/java-gpu/ : A library for translating annotated Java code (with some limitations) into CUDA code, which is then compiled into a library that executes the code on the GPU. The Library was developed in the context of a PhD thesis, which contains profound background information about the translation process.
https://github.com/ochafik/ScalaCL : Scala bindings for OpenCL. Allows special Scala collections to be processed in parallel with OpenCL. The functions that are called on the elements of the collections can be usual Scala functions (with some limitations) which are then translated into OpenCL kernels.
Language extensions
http://www.ateji.com/px/index.html : A language extension for Java that allows parallel constructs (e.g. parallel for loops, OpenMP style) which are then executed on the GPU with OpenCL. Unfortunately, this very promising project is no longer maintained.
http://www.habanero.rice.edu/Publications.html (JCUDA) : A library that can translate special Java Code (called JCUDA code) into Java- and CUDA-C code, which can then be compiled and executed on the GPU. However, the library does not seem to be publicly available.
https://www2.informatik.uni-erlangen.de/EN/research/JavaOpenMP/index.html : Java language extension for for OpenMP constructs, with a CUDA backend
Java OpenCL/CUDA binding libraries
https://github.com/ochafik/JavaCL : Java bindings for OpenCL: An object-oriented OpenCL library, based on auto-generated low-level bindings
http://jogamp.org/jocl/www/ : Java bindings for OpenCL: An object-oriented OpenCL library, based on auto-generated low-level bindings
http://www.lwjgl.org/ : Java bindings for OpenCL: Auto-generated low-level bindings and object-oriented convenience classes
http://jocl.org/ : Java bindings for OpenCL: Low-level bindings that are a 1:1 mapping of the original OpenCL API
http://jcuda.org/ : Java bindings for CUDA: Low-level bindings that are a 1:1 mapping of the original CUDA API
Miscellaneous
http://sourceforge.net/projects/jopencl/ : Java bindings for OpenCL. Seem to be no longer maintained since 2010
http://www.hoopoe-cloud.com/ : Java bindings for CUDA. Seem to be no longer maintained
I'd start by using one of the projects out there for Java and CUDA: http://www.jcuda.org/