Threads on a CPU are generally heavyweight entities. The operating system must swap threads on and off CPU execution channels to provide multithreading capability. Context switches are slow and expensive.
Threads on GPUs are extremely lightweight. In a typical system, thousands of threads are queued up for work. If the GPU must wait on one group of threads, it simply begins executing work on another.
CPU cores are designed to minimize latency for one or two threads at a time, whereas GPU cores are designed to handle a large number of concurrent, lightweight threads in order to maximize throughput.
Today, a CPU with four quad core processors can run only 16 threads concurrently, or 32 if the CPUs support hyper-threading.
Modern NVIDIA GPUs can support up to 1,536 active threads concurrently per multiprocessor. On GPUs with 16 multiprocessors, this leads to more than 24,000 concurrently active threads.