Note for those trying to compile on Windows:
You may be able to compile the Magma code. Here's the modifications you have to make:
1) Get the source code for the function you need (should be out next Magma release).
1) Move all variable declarations to the beginning of each program/function if using Visual Studio. Otherwise, the compiler will error out.
2) If you can substitute Cublas calls for Magma calls, do that so you don't need the source code for Magma functions. Or you can use your own LAPACK / BLAS library instead if it isn't an important (parallelized GPU) function. If you do need the Magma sub function, you'll have to get the source and make the above modifications.
3) Don't link to the compiled Magma library, don't include magma.h, auxillary.h.
4) Don't use the Linux time functions (write a Windows version, or just comment out).
That will at least get you started converting functions. My results weren't interesting enough to post, but I could compile 1 program using the above steps. This isn't easy, and is time consuming. I suggest you try out the MKL or ACML function before attempting - for my situation, the CPU function was fast enough. Good luck!