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Re:Compiling Julia for NVIDIA GPUs by zevets on Tuesday February 03, 2015 @05:55PM (#8994085)
Have you tried thrust? For a limited but very useful set of operations, it is nearly that painless, as long as you don't mind a generous helping of C++ template boilerplate.

http://thrust.github.io/

For single GPU stuff, I find myself writing the performance critical kernels in cuda, and using thrust for nearly all the easy stuff.

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