An anonymous reader writes "http://developer.nvidia.com/object/cuda.html
he CUDA Toolkit is a complete software development solution for programming CUDA-enabled GPUs. The Toolkit includes standard FFT and BLAS libraries, a C-compiler for the NVIDIA GPU and a runtime driver. The CUDA runtime driver is a separate standalone driver that interoperates with OpenGL and Microsoft® DirectX® drivers from NVIDIA. CUDA technology is currently supported on the Linux and Microsoft® Windows® XP operating systems.
The CUDA Developer SDK provides examples with source code to help you get started with CUDA. Examples include:
Parallel bitonic sort
Performance profiling using timers
Parallel prefix sum (scan) of large arrays
1D DWT using Haar wavelet
OpenGL and Direct3D graphics interoperation examples
CUDA BLAS and FFT library usage examples
CPU-GPU C- and C++-code integration"