Anyone knows a good library which implements basic sparse matrix operations such as transpose, SpMV eigenvalues etc. in GPU (cuda/opencl) .
Check ViennaCL. I use that library in many projects to improve performance of sparse operations and I am very pleased with the results. Remember that using GPU makes sense only for relatively large size of the jobs. Otherwise, it is not cost-effective.
The cuSPARSE library is the official library developed by Nvidia and comes with the CUDA SDK, it implements a lot of sparse matrix operations.