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I've upgraded to Mathematica 9.0 on Ubuntu 12.04 with the latest Nvidia driver (304.64). I load CUDA by using, as usual, Needs["CUDALink`"].

CUDAQ[] reports True.
CUDAInformation[] reports:

{1 -> {"Name" -> "GeForce GT 330M", "Clock Rate" -> 1265000, 
   "Compute Capabilities" -> 1.2, "GPU Overlap" -> 1, 
   "Maximum Block Dimensions" -> {512, 512, 64}, 
   "Maximum Grid Dimensions" -> {65535, 65535, 1}, 
   "Maximum Threads Per Block" -> 512, 
   "Maximum Shared Memory Per Block" -> 16384, 
   "Total Constant Memory" -> 65536, "Warp Size" -> 32, 
   "Maximum Pitch" -> 2147483647, 
   "Maximum Registers Per Block" -> 16384, "Texture Alignment" -> 256,
    "Multiprocessor Count" -> 6, "Core Count" -> 48, 
   "Execution Timeout" -> 1, "Integrated" -> False, 
   "Can Map Host Memory" -> True, "Compute Mode" -> "Default", 
   "Texture1D Width" -> 8192, "Texture2D Width" -> 65536, 
   "Texture2D Height" -> 32768, "Texture3D Width" -> 2048, 
   "Texture3D Height" -> 2048, "Texture3D Depth" -> 2048, 
   "Texture2D Array Width" -> 8192, "Texture2D Array Height" -> 8192, 
   "Texture2D Array Slices" -> 512, "Surface Alignment" -> 256, 
   "Concurrent Kernels" -> False, "ECC Enabled" -> False, 
   "TCC Enabled" -> False, "Total Memory" -> 1073414144}}

It seems that everything works. But if try to perform the following:

randM = RandomReal[1, {1000, 1000}];
CUDADot[randM, randM];

I get:

CUDADot::notinit: CUDALink is not initialized.

What does it mean? I already tryied googling looking for the error message... nothing found. Thanks in advice to whom can shed light.

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1  
I formatted your question. Please read this: editing help. – Mr.Wizard Feb 27 at 10:07
Since you mention that you just upgraded to v9, it may be worth running CUDAResourcesInstall[Update->True]. I had problems with CUDA in 9 because it tried to use the v8 resources. But in that case not even CUDAQ[] gave True. It's probably not the cause of the problem, but it's worth a try. Be prepared for a longish download though. – Szabolcs Feb 27 at 15:44
I've tried CUDAResourcesInstall[Update->True] and CUDAResourcesUninstall[]. CUDADot is still not working. – HopfMap Feb 27 at 17:36
1  
Same for me on Fedora 18; everything in SystemInformation[] -> Links -> CUDA seems fine. – b.gatessucks Feb 28 at 10:09
everything in SystemInformation[] -> Links -> CUDA is fine for me, too. Still CUDADot is not working. Could I ask you which is your Nvidia driver version (mine 304.64)? – HopfMap Feb 28 at 10:34
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