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I have some (financial) tasks which should map well to GPU computing, but I'm not really sure if I should go with OpenCL or DirectCompute. I did some GPU computing, but it was a long time ago (3 years). I did it through OpenGL since there was not really any alternative back then.

I've seen some OpenCL presentations and it looks really nice. I haven't seen anything about DirectCompute yet, but I expect it to also be good.

I'm not interested at the moment in cross-platform compatibility, and besides, I expect the two models to be similar enough to not cause a big headache when trying to go from one to the other.

So, did you use anyone of these two? Especially DirectCompute? How does it compare to OpenCL (and CUDA)?

+2  A: 

Given that you're looking to non-graphics computations, I would suggest that you prefer OpenCL over DirectCompute since you are likely to find more in the way of community assistance.

Given that you've already identified that going from one to another is relatively simple, i.e. once you've already done the work to parallelise your application, you could also consider CUDA over both OpenCL and DirectCompute for the same reason.

You've worked in OpenGL before; any of them ought to be a delight to use compared with that!

Tom