Does Alea GPU support dynamic parallelism?

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I need to call cuBLAS functions and some of my kernel functions from a kernel.

How to do so in Alea GPU?

In the case Alea GPU doesn't support that, is there any alternative on C# with such feature.

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AleaGpu supports dynamic parallelism.

You can do it this way:

Gpu.Default.Launch(() =>
{

    // Note you are calling a kernel inside a kernel.
    var lp = new LaunchParam(1, 1024);
    DeviceRuntime.Launch(YourKernel, lp)

}, new LaunchParam(1, 1));

Use the latest AleaGpu release: https://www.nuget.org/packages/Alea/3.0.4-beta3

What you cannot do, (unfortunately), is call Cublas inside a kernel. For Cublas I urge you to use the latest version which in now a separate nuget package: https://www.nuget.org/packages/Alea.CudaToolkit/