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вот тут инструкция о том, как использовать CUDA в MATLAB, есть специальный компилятор
http://www.cs.ucf.edu/~janaka/gpu/using_nvmex.htm
вот пример использования CUDA
http://www.mathworks.com/matlabcentral/fileexchange/22657-cuda-in-a-matl...
вот еще один вариант использования CUDA в MATLAB
http://developer.nvidia.com/object/matlab_cuda.html

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