[Developers] opencl

[dave fournier]

I still haven't lost hope that some of you actually want to do something 
useful with GPU
programming, fool that I am. Pour encourager les autres I have attached 
open cl code
and a cpp driver which implements the BFGS update to the inverse of the 
sort of Hessian
for quasi Newton function minimizers.

http://en.wikipedia.org/wiki/BFGS_method

For 10240 variables it produces

  CPU time  13.4657 seconds

  GPU time  0.603332 seconds

Norm of difference between CPU and GPU BFGS update of K = H inv
5.23044e-26 for an 10240 times 10240 matrix

Code is attached.  Feedback or insults to keep me awake always appreciated.





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