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Most high-level programming languages run on only 1 Core of the computer's CPU. This means parallel operations like sorting, comparisons and advanced algorithms are deadly slow.
By writing multi-core code (parallel programming) for GPUs we can leverage 10,000x as many threads than a single CPU has.
Parallel processing enables programs to execute a large volume of code concurrently, achieving significant results compared to using a CPU alone.
Normally, writing parallel code to use multiple GPU and CPU Cores is challenging requiring experience in low level languages like C/CUDA. You have to deal with overhead, thread creation, locks, mutexes, & atomics.