An open source library for complex math problems like Matrix Mul, LU, FFT, etc. In opencl

General purpose use of the GPU is common now. And most importantly, Matrix Multiplication is the first in OpenCL tutorials. Instead of writing codes and kernel codes for a particular gpu. Is it possible to call them from a library, for example, MKL. Arrayfire is, but not for free. I am trying to port my simulation software to a GPU that has Matrix Mul, LU decomposition, FFT, etc. I am looking for reliable codes for them, instead of writing them from scratch. I already have a mul opencl working program with me, but I just don’t have enough knowledge about integrating with my code. In the next step, trying with LU, is there any code for LU that could help me.

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Check out ViennaCL http://viennacl.sourceforge.net/viennacl-about.html

has linear suuport algebra (BLAS1-3), solvers, etc.

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In addition to ViennaCl, there is also clMagma:

http://icl.cs.utk.edu/magma/news/news.html?id=303

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