CUDA
If you want to test CUDA on the math lab-computers, do the following steps once.
Write a program (copy the CUBLAS-program from the lecture, for example) and then compile it:
nvcc your_program.c -lcublas
and execute it
./a.out
Note that GPU on the math-machines, a GeForce 9500 GT, has compute capability version 1.1, which does not support double precision. This is a mid-range GPU, so do not expect good speedups (if any).
If you want to know more, have a look in the doc-directory (where you installed CUDA).
For better control over execution times (if you want to benchmark), it may be useful to set the environment variable CUDA_LAUNCH_BLOCKING. See page 31 in the NVIDIA CUDA C Programming Guide (doc/CUDA_C_Programming_Guide.pdf) where you have installed the SDK.