Use the Graphics Processing Unit (GPU) inside your application

Modern GPUs are increasing in programmability and these chips can do more than just graphical computations. They can now be used as a coprocessor, and they can be integrated for a set of tasks. GPGPU (General-Purpose compuation on GPUs) is such an initiative that contains a catalog where the GPU can be used for general-purpose computation.

The big challenge, is to translate the everyday applications to two-dimensional graphic functions, like texture mapping. In other words: Pretend that everything is a game (source).

As an example in this article and results, a quicksort algorithm of 18 million records in Visual C++ took 21 seconds, while the GPU took 2 seconds! What are the results for a Quad SLI setup?

Microsoft research is apparently working on a system that simplifies the programming of GPU to general-purpose tasks, it's called Accelerator (simplified programming of graphics processing units for general-purpose uses via data-parallelism).