  FPGA technology can offer significantly hi\-gher performance at much lower
power consumption than is available from CPUs and GPUs in many computational
problems. Unfortunately, programming for FPGA (using ha\-rdware description
languages, HDL) is a difficult and not-trivial task and is not intuitive for
C/C++/Java programmers. To bring the gap between programming effectiveness and
difficulty the High Level Synthesis (HLS) approach is promoting by main FPGA
vendors. Nowadays, time-intensive calculations are mainly performed on GPU/CPU
architectures, but can also be successfully performed using HLS approach. In
the paper we implement a bandwidth selection algorithm for kernel density
estimation (KDE) using HLS and show techniques which were used to optimize the
final FPGA implementation. We are also going to show that FPGA speedups,
comparing to highly optimized CPU and GPU implementations, are quite
substantial. Moreover, power consumption for FPGA devices is usually much less
than typical power consumption of the present CPUs and GPUs.
