You can find my question also on stackoverflow: 
http://stackoverflow.com/q/40487105/4603642


I built a neural network which needs to use the Cholesky decomposition and 
solve triangular systems as part of its computation. This means that I also 
need to compute the gradients of the whole computation, of course.

When I try to compile the code I get the error "No Cula available". 
Unfortunately, I can't download Cula from the 
http://www.culatools.com/downloads/dense/

I was wondering if it's possible to mix CPU and GPU with theano. The 
matrices I need to use Cholesky and Solve on are small (100x100) so I could 
do that part on the CPU. To do so, though, I'd need to transfer the 
matrices to the CPU right after they've been computed by the GPU and then 
send the result back to the GPU. Is it possible to do this transparently 
enough?

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