I have been successful in getting CUDALink working. My solution was to use symlinks.
I have managed to get CUDALink working on an ubuntu 14.04 with an NVidia GTX 750 Ti with CUDA 7 toolkit (installed the toolkit following these instructions.
I have never been able to change
CUDA_LIBRARY_PATH using env variables and get CUDALink to work.
I assume the Mathematica CUDA and Nvidia library paths as hardwired and I use symlinks from the libraries to the default locations where Mathematica is looking. It works for me! Mathematica is looking in /usr/lib64, this does not exist on my system, so;
sudo mkdir lib64
Locate your libnvidia-tls.so file, I used find
stuart@stuart-2015:~$ find / -name libnvidia-tls.so* 2>/dev/null
I have a 64bit system, I ignore the lib32 libraries, I have 2 choices;
these are actually different files, I dont know what the difference is, or which is preferred, but there are only two choices, so I try the second file first and symlink like so;
sudo ln -s /usr/lib/nvidia-346/tls/libnvidia-tls.so.346.82 /usr/lib64/libnvidia-tls.so.346.82
With the cuda library, we find these files;
find / -name libcuda.so 2>/dev/null
I need the 64-bit version, issue the symlink command;
sudo ln -s /usr/lib/x86_64-linux-gnu/libcuda.so.346.82 /usr/lib64/libcuda.so
Now open Mathematica and test;