I’ve been experimenting with CUDA and OCTAVE; there is at least one company who have produced GPU enabled MEX functions. The big difficulty is of course that there is no support for internal floats within OCTAVE (afaik) and similarly with Matlab. However if one can leave the data and work with it on the device for some time, then there are only two explicit conversions btwn float <-> double needed. Or you could sacrifice some performance in CUDA in return for using doubles. At any rate here’s an example Makefile, happy experimenting. For this example I gutted the matrix Mul example from the CUDA sdk; the wrapper *oct source code (*cc, really C++ with octave extensions) contains an extern C section which references the cuda kernel (*cu). Don’t forget to indent instructions under ‘all’ with a single tab for make.
ED: here’s some recent CUDA notes HPC Essentials IV

---

#! /usr/bin/env make
#make file for octfile/cuda
#Mac OSX 10.5.8 intel core 2 duo
#cuda include/lib
CUDA_INC_PATH=/usr/local/cuda/include
CUDA_LIB_PATH=/usr/local/cuda/lib
#octfile compiler
CC=mkoctfile
#basic flags
CFLAGS= -I$(CUDA_INC_PATH)
LDFLAGS= -L$(CUDA_LIB_PATH) -lcudart -lcuda

all:
$(CC) $(CFLAGS) -c cudaMatrixMul.cc -o cudaMatrixMul.o
nvcc  -c matMul_kernel.cu -o matMul_kernel.o -Wall
$(CC) $(LDFLAGS) cudaMatrixMul.o matMul_kernel.o -o cudaMatrixMul.oct

#clean:
rm -f  cudaMatrixMul.o matMul_kernel.o