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Parallel MCMC On GPU
===========================
This project compares the performance of MCMC on a single threaded CPU, and a multicore, multithreaded GPU (using CUDA).
## Sequential
#### Dependencies
* gcc 5.4.0 or newer
#### How to compile
```
cd ./sequential
g++ -std=c++11 gibbs_metropolis.cpp -o gibbs_metropolis
```
##### Run
**Small Example**
```
./gibbs_metropolis smallData.txt
```