GPU Software for Mathematics
Download Documentation
The CUDA documentation is available as pdf files, which are included in the GPU Computing SDK, or can be downloaded separately.
Jacket is under extensive development, so they use a wiki page for their documentation.
Software
To begin developing CUDA enabled software, download the Developer Drivers and the CUDA Toolkit. Also download and build the GPU Computing SDK code samples if you want to test your installation.
Jacket enables GPU computing in Matlab. It is easy to use and good for prototyping ideas, but it costs money. A free trial is available.