Regarding the GPU, you might find an interest for MGL-MAT[1]: "MAT is a linear algebra library for working with multi-dimensional arrays which supports efficien

Regarding the GPU, you might find an interest for MGL-MAT[1]: "MAT is a linear algebra library for working with multi-dimensional arrays which supports efficient interfacing to foreign and CUDA code. BLAS and CUBLAS bindings are available.". The author's blog is quite interesting to read (see for example [2]). [1] http://cliki.net/mgl-mat http://cliki.net/mgl-mat [2] I http://quotenil.com/On-the-Design-of-Matrix-Libraries.html http://quotenil.com/On-the-Design-of-Matrix-Libraries.html