Hi, sudarshan,
I am familiar with Matlab MEX function as I am using SVM which is in C code and need MEX function to link it to Matlab. However, those are CPU programming and not GPU programming.
1. I know the Arrary Fire can create arrayfire.h library if it can incorporate in C code and use MEX function to run on MATLAB. But so far I have no luck.
2. Even I can do that, there are lots of change in the programming code to use GPU calculation function.
3. What about THEANO - can it help.