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The implementation of split-field finite difference time domain (SF-FDTD) applied to light-wave propagation through periodic media with arbitrary anisotropy method in graphics processing units (GPUs) is described. The SF-FDTD technique and the periodic boundary condition allow the consideration of a single period of the structure reducing the simulation grid. Nevertheless, the analysis of the anisotropic media implies considering all the electromagnetic field components and the use of complex notation. These aspects reduce the computational efficiency of the numerical method compared with the isotropic and nonperiodic implementation. Specifically, the implementation of the SF-FDTD in the Kepler family of GPUs of NVIDIA is presented. An analysis of the performance of this implementation is done, and several applications have been considered in order to estimate the possibilities provided by both the formalism and the implementation into GPU: binary phase gratings and twisted-nematic liquid crystal cells. Regarding the analysis of binary phase gratings, the validity of the scalar diffraction theory is evaluated by the comparison of the diffraction efficiencies predicted by SF-FDTD. The analysis for the second order of diffraction is extended, which is considered as a reference for the transmittance obtained by the SF-FDTD scheme for periodic media. [ABSTRACT FROM AUTHOR]