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A CUDA Implementation of Support Vector Classification and Regression
cuSVM is a software package for high-speed (Gaussian-kernelized) Support Vector Machine training and prediction that exploits the massively parallel processing power of Graphics Processors (GPUs). cuSVM is written in NVIDIA's CUDA C-language GPU programming environment, includes implementations of both classification and regression, and performs SVM training (prediction) at 13-73 (22-172) times the rate of state of the art CPU software. Moreover, cuSVM features a Matlab MEX wrapper so that users can access the GPU's power without having to do any "real" programming.
A Short Paper Introducing cuSVM Download