Performance comparison of CPU and GPGPU for Multivariate Statistical Process Control

GPGPUs have been widely used for improving the performance of algorithms, with many papers documenting high order speed ups. Leading companies and industries with high expectations to attain similar quality of results for their applications. On many cases, however, results can be misleading, as sufficient description is not presented to validate and replicate results. This paper evaluates the applicability of using a GPGPU for the method of Multivariate Statistical Process Control, comparing the known CUDA platform and Matlab environments.