Start with CUDA. Tutorial for Windows and Linux
If you have Linux you need new NVIDIA drivers, CUDA Toolkit and sometimes GPU Computing SDK is helpfully. When you install in default location, you must add this location to PATH. I added it into .bashrc in ~ (home folder): export PATH=/usr/local/cuda/bin:$PATH export LD_LIBRARY_PATH=/usr/local/cuda/lib64:/usr/local/cuda/lib:$LD_LIBRARY_PATH If you are using Widnows you must have installed VS2008, new drivers, GPU sdk, CUDA toolkit, and helpfully is CUDA_VS_Wizard v2.0. First you must install VS2008, next GPU SDK, next CUDA TOOLKIT and last CUDA_VS_WIZARD V2.0. You must add into windows environments this lines (I'm using windows xp): CUDA_BIN_PATH -> C:\cuda\bin CUDA_INC_PATH -> C:\CUDA\include CUDA_LIB_PATH -> C:\CUDA\lib NVSDKCOMPUTE_ROOT -> C:\Documents and Settings\All Users\Aplication Data\NVIDIA Corporation\NVIDIA GPU Computing SDK NVSDKCUDA_ROOT-> C:\Documents and Settings\All Users\Aplication Data\NVIDIA Corporation\NVIDIA GPU Computing SDK\C Path -> %Sys