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I should start off by saying that I haven't tried to use PyCUDA (or CUDA) but it does look pretty interesting. I would think that, assuming you have everything installed and you are already able to use PyCUDA from python -- then you would also be able to import the PyCUDA libraries and use them in Sage.

I spent a little while looking at the PyCUDA wiki, thinking that I might give it a try. But getting everything set up looked rather daunting. I'd be interested to hear whether this works or not, and what it takes to use it.