[manjunaths]

Can we even implement IIR filters to give good performance and scaling at large scale on current architectures like GPUs ?

[bob1029]

I don't think so. FIR filters can be unrolled and parallelized over the data. These are definitely possible to do on GPU to great effect. But, IIR filters constantly depend on the output of the prior time step, so you can't unroll anything. These would probably be faster to simulate on the CPU.

[shaklee3]

See my comment above. It's definitely doable and very fast.

[shaklee3]

Yes. See this paper: http://cs.txstate.edu/~mb92/papers/asplos18.pdf

And things have improved a lot since then.