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So, here is a very brief breakdown of what is currently on offer.

I am often asked if the major commercial math packages support GPU computing and I find myself writing the same summary email over and over again.

Of these three, CUDA is the most developed but it only works on Nvidia graphics cards. There are three major low-level programming libraries that allow you to do this in languages such as C namely CUDA, OpenCL and Microsoft DirectCompute. It is becoming increasingly common for programmers to make use of GPUs (Graphical Processing Units) to speed up their programs substantially.