I have just installed a Nvidia GT660 graphic card on my desktopand, after some struggle, I manage to interface it with R.I have been playing with several R packages that use GPUs, especially gputools, and I was comparing the time taken by myGPU and CPU to perform some basic operations:inverting matrices (CPU faster)qr decomposition (CPU faster)big correlation matrices (CPU faster)matrix multiplication (GPU much faster!)Notice that I have experimented mainly with gputools so maybeother packages perform better. In broad terms my question is: what some routine statistical operations that might be worth executing on a GPU rather than a CPU? 
For which statistical methods are GPUs faster than CPUs?
r;gpu