When GeForce256 was issued in 1999, NVIDIA first proposes the concept of GPU (Graphics Processor Unit), and then a large number of complex application requirements make the whole industry flourishing. This paper first presents the development of GPU, and then briefly introduces and compares two popular development platform of GPU: CUDA (Compute Unified Device Architecture) C and OpenCL (Open Computing Language), and finally summarizes the successful applications of GPU computing in astronomy. And in the conclusions, it also presents that the problems about branch prediction capability, the larger cache and shared memory and the thread particle size may be solved in the further research about GPU computing.