I was perusing http://www.khronos.org/ web site and only found headers for OpenCL (not OpenGL which I don't care about). How can I obtain OpenCL SDK?
There isn't a Khoronos OpenCL SDK as such. Khoronos puts out the spec, and then individual members can release their implementations and SDKs. The easiest way to get a working OpenCL implementation that is well tested is to be a registered Apple Select Developer and download the Snow Leopard seed. Apparently ATI has beta drivers and libraries, but they are not publicly available yet. I believe NVidia has released a beta Windows OpenCL SDK, but I have no idea what the requirements to use that are.
OpenCL is an open standard and I am sure in the future there will be widely available free implementations, but as of this moment your options are limited to either the vendor who provides your card unless you are running Snow Leopard.
NVIDIA is offering beta access to their OpenCL SDK. You can gain access by becoming a registered GPU computing developer. More information can be found on their forums.
It appears that ATI may be starting a limited beta of their OpenCL SDK. This website gives information about how to sign up for access to the Stream 2.0 beta, which likely includes OpenCL.
AMD's ATI Stream SDK works perfectly for me and it uses multicore cpu's. I have an Intel CPU and an NVIDIA card but it works with using the CPU. Just registration is required and no special selection like Nvidia requires: http://developer.amd.com/GPU/ATISTREAMSDKBETAPROGRAM/Pages/default.aspx
I got it to work in ubuntu 9.04. Just download the installation instruction PDF:s also available on that page and it should work.
You can download all the needed tools, SDKs and drivers from Nvidia right here: OpenCL Download page