After installing the vendor's GPGPU SDK using the provided instructions, we still need to download the OpenCL headers. Unlike the shared library and runtime file provided by the vendor, these headers are generic and will work with any OpenCL implementation.
For Debian-based distributions, simply execute the following command line:
$ sudo apt-get install opencl-headers
For other distributions, the package may be called the same, or something different. Consult the manual for one's distribution on how to find out the package name.
After installing the SDK and OpenCL headers, we are ready to compile our first OpenCL applications.