TODO: migrate to GPU

[vkhodygo]

Since we run everything in parallel im might be a good idea to employ installed GPUs.
R provides some opportunities for that, however, I'm not sure your current code is 100% compatible with that.
That should theoretically make your calculations blazingly fast. Not sure about the accuracy though, single precision floating-point numbers can be pretty nasty.

[vkhodygo]

See also

http://www.r-tutor.com/gpu-computing
https://h2o.ai/blog/h2o4gpu-now-available-in-r/
https://github.com/gpuRcore/gpuRcuda
https://github.com/gpuRcore/gpuRcublas
https://github.com/eddelbuettel/gcbd