CUDA (originally Compute Unified Device Architecture although this is no longer used) is a parallel computing architecture developed by NVIDIA.
Basically, CUDA is the compute engine in NVIDIA graphics processing units or GPUs, that is accessible to software developers through industry standard programming languages.
Programmers use C for CUDA, compiled through a PathScale Open64 C compiler, to code algorithms for execution on the GPU. CUDA is architected to support all computational interfaces, including C and new open standards like OpenCL and DX11 Compute.
Third party wrappers are also available for Python, Fortran and Java.