The idea is that the CPU spawns a thread per element, and the GPU then executes those threads. Not all of the thousands or millions of threads actually run in parallel, but many do. Specifically, an NVIDIA GPU contains several largely independent processors called "Streaming Multiprocessors" (SMs), each SM hosts several "cores", and each "core" runs a thread. For instance, Fermi has up to 16 SMs with 32 cores per SM – so up to 512 threads can run in parallel.
