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Do any games use the GPU for more game tasks than just rendering, as a way to reduce the game's load on the CPU? I'm most interested in games which use either Valve's Source engine or the UDK.

Is it possible/effective to even do such a thing?

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You should clarify if you mean CUDA or GPU? I'm pretty sure both games use the GPU heavily for their rendering. – William Mariager Jan 25 '12 at 21:10
Do you mean when an engine uses the GPU to speed up tasks other than rendering (such as physical / particles etc)? – George Duckett Jan 25 '12 at 22:46
Every game makes use of the GPU for certain tasks. CUDA is a language that allows programmers to port over more code that is usually executed on the CPU to be updated by the GPU. So with the use of CUDA i'd be able have the GPU render my graphics as well do my A.I updating. – Sean O'Brien Jan 25 '12 at 22:58
It's not an engine but DirectX11 allows you to use the GPU for general computation now with the help of HLSL and DirectCompute. – KlashnikovKid Jan 25 '12 at 23:40
@SeanO'Brien, Keep in mind CUDA is nvidia specific. You'll need to develop an alternative for other cards if you want to support both. – William Mariager Jan 26 '12 at 13:57

Neither of the engines you mention provide access to GPGPU (General Purpose GPU) support.

UDK in its current architecture never will, because it allows no access to low-level languages (other than DLLBind, which has other limitations)

There is talk that Source Engine will be upgraded with DirectCompute support (DirectX's GPGPU solution) some time in the next year, but very little to substantiate these rumours.

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