First cautious steps with CUDA

I recently obtained an account on our GPU cluster, so I thought I should get my head around some of the technology that drives GPU computing.
Put simply, GPUs can be used to perform calculations and since there are many processors on a GPU, this can lead to quite substantial speed increases as compared with CPUs. NVIDIA are leading the way and they provide libraries and software tools for people interested in this field.
Development is typically performed using C, C++ or Fortran. I’m not a compiled languages guy – I could just about manage a hello world in C – so I’m relying on tools built by other people, such as R gputools.
Step 1 is to download and install the required libraries, toolkit and possibly, drivers. I ran into a couple of minor problems on my machine, so I thought I’d document them here.
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