CUDA is proprietary to NVidia, and is pretty much the standard for GPU computing. AMD's been chipping away with OpenCL, Vulkan/GLSL, https://github.com/RadeonOpenCompute/hcc/wiki, etc. but not much luck so far. I wouldn't say AMD's been "sticking with" OpenCL, if anything it seems like they will deprecate it in a few years, as the plan is to fold OpenCL into Vulkan.

I guess it is possible to use OpenCL on the CPU as well, but it seems to be intended mostly for testing purposes. The Crysis software renderer uses threads: https://github.com/google/swiftshader/blob/master/src/Common...