A while back, I blogged about offloading computation traditionally done on CPU to GPU. Here is an excellent presentation from Chas Boyd at PDC 2009 about DirectCompute, which enables a DirectX 11 application to use GPU for computing tasks. The presentation not only gives an overview of a typical GPU, but also shows among other things High Level Shader Language (HLSL) sample code demonstrating how to dispatch a simple task to GPU and get the results back into main memory from GPU memory. HLSL compilation can be done with fxc or D3DX11CompileFromFile.