FREE GPU CUDA 3rd party high level C++ library for math awesomeness with genetic algorithm, neural net learning, PCA, FFT, BLAS
I stlll have to verify this is free but there is a download button with no limitations. I will try to post a video on this.
Key is ensure it is compatible for both Windows and Linux which this does
After further digging, this is actually an expensive option:
http://www.accelereyes.com/products/arrayfire_licensingFACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!