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How do you support higher order procedures? Do you do control flow analysis & defunctionalization or are these "real" higher order functions?

It's basically defunctionalization. It's hard to get access to function pointers on the GPU to do "real" higher order functions.

I wish they'd at least give us a computed goto...but alas, every switch is destined for predicated branching.

What version of CUDA are you talking about. I though the latest version supported indirect function pointers (finally).

That's good news! Did that change with Kepler? Any links to more info?