MAGMA is a solid implementation of BLAS and linear algebra routines for multicore and GPU systems: http://icl.cs.utk.edu/magma/index.html Optional support of MAGMA for large dense matrix computations would allow applications written using Eigen to profit from GPU and multi-GPU support of MAGMA.
If MAGMA provides a BLAS/LAPACK compatible API then it should already be possible to fallback to MAGMA: http://eigen.tuxfamily.org/dox-devel/TopicUsingIntelMKL.html
Almost do ne there: http://forum.kde.org/viewtopic.php?f=74&t=112065 Link: https://github.com/bravegag/eigen-magma
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