We are now going to use the CUDA Math API for representing an arbitrary mathematical function, f, while using the cuRAND library to implement the Monte Carlo integral. We will do this with metaprogramming: we will use Python to generate the code for a device function from a code template, which will plug into an appropriate Monte Carlo kernel for integration.
The idea here is that it will look and act similarly to some of the metaprogramming tools we've seen with PyCUDA, such as ElementwiseKernel.
Let's start by importing the appropriate modules into our new project:
import pycuda.autoinitimport pycuda.driver as drvfrom pycuda import gpuarrayfrom pycuda.compiler import SourceModule ...
