Memory (RAM)

The Gentoo packages memtest86 and memtest86+ provide tests for the memory in your computer. However, there is no way to run these programs from a running system. They must be ran from a special bootloader: the Gentoo packages basically install that bootloader and add an option to GRUB to start the tests.

Nvidia GPUs

I had a case where an nvidia card HDMI output would no longer work (black monitor), even during power-up and bringing up UEFI / BIOS interface. Booting into Windows (using the built-in Intel HD HDMI output from the motherboard) and then switching the HDMI cable to the nvidia card "resurrected" the card. Windows output was even working instantly without a reboot.
Make sure you have a powerful enough PSU (Power Supply Unit). I had a case where the computer would freeze very often when using a 600W PSU (and a nVidia GeForce RTX 3080 Ti). See this report. Switching to a 1000W PSU fixed all the crashes.

The card works, but produces a blank screen at boot (during POST/UEFI BIOS). The screen only starts after Linux (or Windows) has booted. This makes it very difficult to access the BIOS or the GRUB dual bootloader.
Tried to update motherboard BIOS, GPU VBIOS and firmware without any improvement.