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For example to run Matlab and access GPU resources:
> module load matlab
> bsub -q short_gpu -Ip -R "rusage [n_gpu_jobs=1 |n_gpu_jobs=1 ]" matlab

Matlab's Parallel Toolbox GPU demonstration applications is an excellent introduction. Additional applications such as Mathematica, Ansys, Maple and others offer various levels of support within their product. Bsub usage would be similar.

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