Is it possible to run armadillos calculations using GPU? Is there any way to use the GPU blas libraries (for example cuBLAS) with armadillo? Just a note, I am totally new to GPU programming.
The current accepted answer is outdated. Comming with CUDA 6 (at the moment Release Candidate status), there is a true drop-in replacement called NVBLAS which takes care about GPU interaction and also works in combination with armadillo. You can use NVBLAS by linking your program agains libnvblas.so
However, not all BLAS methods may be available, so you have to specify a fallback-BLAS library (like openblas).
For more details, see https://developer.nvidia.com/cublasxt
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