Developer, Former MVP, now at Microsoft - Best of 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2012, 2013
On Windows, there is already a cross-GPU-vendor way of programming GPUs and that is the Direct X API. Specifically, on Windows Vista and Windows 7, the DirectX 11 API offers a dedicated subset of the API for GPGPU programming: DirectCompute. You use this API on the CPU side, to set up and execute the kernels on the GPU. The kernels are written in a language called HLSL (High Level Shader Language). You can use DirectCompute with HLSL to write a "compute shader", which is the term DirectX uses for what I've been referring to in this post as "kernel".