Siggraph 2003 (Score 5, Informative)

Check out the publication list in Siggraph 2003. There is a whole section named "Computation on GPUs" (papers listed below). And the papers for Siggraph 2004 should be out shortly.

If you have a matrix solver, there is no telling what you can do. And i remember, these papers show that the speed is faster than the matrix calculations of the same stuff using the CPU.

# Linear Algebra Operators for GPU Implementation of Numerical Algorithms
Jens Krüger, Rüdiger Westermann

# Sparse Matrix Solvers on the GPU: Conjugate Gradients and Multigrid
Jeff Bolz, Ian Farmer, Eitan Grinspun, Peter Schröder

# Nonlinear Optimization Framework for Image-Based Modeling on Programmable Graphics Hardware
Karl E. Hillesland, Sergey Molinov, Radek Grzeszczuk