We have developed a new library (BlueBird library) for the fast coding of scientific/industrial applications on GPUs and CPUs.
The library mixes the power of CUDA and C++ metaprogramming to enable developing high performance solutions in a easy and intuitive way resembling the Matlab/Octave syntax to manage vectors and matrices.
The library is still under development and we plan to equip it with extended functionalities (e.g., interpolation, special functions, …).
You can download the library for free as well as a Visual Studio 2010 project example from this link
We hope it will be useful for your applications and, of course, any comment, suggestion or improvement request is welcome.