I’ve just published a general proposed GPUMatrix library based on CUDA at http://code.google.com/p/gpumatrix/. The main idea of this library is that it provides a compatible interface with Eigen library (still in improving). So you can switch the computation between CPU and GPU just by defining the MatrixType to Eigen::MaxtrixXd or GPUMatrix.
The project is a byproduct of my research project. The library is tested in my project and it works well. I hope it can also help other people. The examples of usage of this library can be found in the test case of the library.
As a byproduct, the code is not so clean and there is currently no document. It will be improved in the future.
Anyone interested in this project is welcomed to participate in the project.
Thank you very much!