GPUmat, developed by the GP-You Group, allows Matlab code to benefit from the compute power of modern GPUs. It is built on top of NVIDIA CUDA. The  acceleration is transparent to the user, only the declaration of variables needs to be changed using new GPU-specific keywords. Algorithms need not be changed. A wide range of standard Matlab functions have been implemented.  GPUmat is available as freeware for Windows and Linux from the GP-You download page.