Astonomy Computing Today recently has had a series of articles about using GPUs in astronmy: The Use of Graphical Processing Units (GPU’s) In Astronomy, GPU’s in Astronomy: Critical Decisions for Early Adopters, and GPU’s vs. CPU’s: Apples vs. Oranges?. I think these articles give a great, brief introduction to using a GPU for calculations including a discussion of pros/cons and what types of codes benefit the most from using a GPU.
If this sounds interesting to you and would like to check out GPU computing from IDL without having to learn CUDA, check out GPULib.
Full disclosure: I work for Tech-X and have developed parts of GPULib.
