GPUs are more efficient than CPUs when it comes to mining.
Are GPUs more efficient at verifying transactions also?
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GPUs are pretty good at parallel execution of the same program (or similar programs, if they can be made to be the same program where some threads can "dry run" part of the program). They are much less good at running more complex code which doesn't have that much in parallel.
While mining is about doing the same thing again and again, fast, transaction verification is more complex, and less parallelizable. Besides, the basic operations are fairly diverse. A lot of comparisons.
One notable drawback is the speed hit taken by moving data back and forth between CPU and GPU. GPUs really want the same data to be uploaded once, and worked upon many times. This doesn't really apply to transaction verification, which involves different data.
Howover, some parts of verification could make sense on GPUs, such as range proof verification. For this to be worthwhile, there would have to be several transactions to verify in parallel, or verifying several signatures in parallel. Whether it is a win or not would need trying it, though.