Ubuntu – Virtualbox: install a x64 Windows OS from Ubuntu

The on-topic part: yes, you can run a virtual machine under Ubuntu.

CUDA requires direct access to the hardware. That means you'll have to run Windows either directly on the hardware or on a virtualization engine that allows a virtual machine to access hardware devices directly. That pretty much means hypervisor-based virtualization. VirtualBox is definitely out. Google suggests that Xen will do.

Running a single Windows installation in different hardware configurations (such as the bare metal and a virtual machine) is notoriously difficult. If you really don't want to install Windows, you might prefer to run Ubuntu in a VM under Windows.

It's not clear from your question whether you also want to run CUDA programs in Ubuntu. If you do, you can boot your existing installation on pretty much any hardware, there's little if any setup required. This does require a virtualization system that can bind a disk partition inside a VM, which I think VMWare can do but not VirtualBox. (It's also possible with VirtualBox by making a custom initrd with the vboxsfs module, but that's no longer no-setup-required. An alternative method is to clone the system partition to a virtual machine disk.) ADDED: You might want to investigate AndLinux, which is a port of Ubuntu to CoLinux, a Linux port running on top of Windows; I don't know whether CoLinux can support CUDA.

Given your workflow, I think your best bet is Xen. If this turns out not to work so that you need to dual boot, note that both OSes support hibernation, so with the right setup you can switch relatively quickly between the two (without needing to log in, restart all programs, etc.).

In general, just using yum is not sufficient for package compatibility. The rpm package format is relatively flexible, in the sense that it doesn't impose much by way of policy. The R package you want to use could be packaged such that they're distribution agnostic and just need to be unpacked via yum. However, it is more likely that they follow a whole host of assumptions about the distribution beyond yum itself — what libraries are available, what they're named, where they put their files (and what rpm packages those things come from).

In that case, you'll be best off with Red Hat Enterprise Linux itself, or with CentOS or Scientific Linux (both of which are built from the source packages provided by Red Hat). You may also be able to use Fedora, which is a community-built distribution in the same "family" (and generally much more desktop focused and bleeding edge).