The military is a major user of supercomputers (the fastest computers on the planet). These machines were first developed, as were the first computers, for military applications. These ultra-powerful computers are used for code breaking, and to help design weapons (including nukes) and equipment (especially electronics). The military is also needs lots of computing power for data mining (pulling useful information, about the enemy, from ever larger masses of information.)
Because there's never enough money to buy all the super-computers (which are super expensive) needed, military researchers have come up with ways to do it cheaper. A decade ago, it was military researchers who figured out how to use of GPUs (Graphic Processing Units, from high end graphic cards) for non-graphic computing. GPUs do something similar to what supercomputers do (lots of math calculations of a fairly simple type), and eventually the manufacturers of GPUs realized that there was a commercial (not just military) demand for GPUs serving as supercomputers.
Three years ago, the Tesla supercomputer add-on for PCs appeared on the market. This was basically an Nvidia graphics board tweaked to act like a supercomputer, rather than a device that put 3-D, photo-realistic game graphics on your computer screen. The latest version of this system will give you a teraflop of computing power for $10,000.
The Cell Processor on the PlayStation 3 (PS 3) is also a GPU, and that GPU alone was used to built several of the fastest supercomputers on the planet. But military researchers were quick to note that some versions of the PS 3 could be tweaked to run Linux, and the software required to produce supercomputer results from the PS 3s Cell processor. Since the PS 3 is sold below cost (so buyers will purchase lots of very profitable games), the U.S. military has bought thousands of PS 3s and used them as inexpensive supercomputers.