Сам не пробовал, но говорят...

http://www.wolfram.com/mathematica/new- ... l-support/
> -- Mathematica 8 писал(а):
> Software DevelopmentCUDA and OpenCL SupportMathematica 8 harnesses GPU devices for general computations using CUDA and OpenCL, delivering dramatic performance gains. A range of Mathematica 8 GPU-enhanced functions are built-in for areas such as linear algebra, image processing, financial simulation, and Fourier transforms. Also included is a framework for building and loading CUDA or OpenCL programs into the Mathematica kernel. Mathematica 8 offers the most comprehensive and easy to use high-level interface to GPU programming and computation on the market today.Integrated as a built-in core component of Mathematica. »Hand-optimized GPU functions for linear algebra, financial computation, and image processing. »Load user-defined CUDA and OpenCL programs, binaries, or libraries. »Platform-independent way to compile CUDA and OpenCL programs. »Symbolically generate CUDA or OpenCL programs. »Easy setup, using Mathematica's paclet system to get required user software. »OpenCLLink support for both NVIDIA and ATI hardware. »Compatibility with CUDA compute architectures 1.0 to 2.0 with support for both double and single precision. »CUDALink and OpenCLLink scale to utilize all GPUs on the system. »Use CUDALink or OpenCLLink over the network using remote kernels.Scale CUDALink or OpenCLLink over multiple machines using gridMathematica »Built on Mathematica 8 technologies: LibraryLink, CCompilerDriver, and SymbolicC. »