A funktion like Vector3.TransformCoordinate, is it running on GPU or CPU If it is CPU, is there a way to batch a number of calculations and send them to the graphics hardware for calculation Is it even worth the time to send data over the bus, calculate and read it back

Mathmatical funtions in hard- or software?
Bill Barnett - MSFT
Everything that is not inside a shader (or a fixed GPU function) will be calculated on the CPU.
If your calculation is complex enough and you need it to do with many data (SIMD) the GPU could be faster but you should consider that such read backs have a high potential to stall the GPU.
Doing general Calculations on GPUs is called GPGPU and there is a website about this. www.gpgpu.org .