Searching for similarities in large musical databases has become a common procedure. Local alignment methods, based on dynamic programming, explore all the possible matchings between two musical pieces; and as a result return the optimal local alignment. Unfortunately these very powerful methods have a very high computational cost. The exponential growth of musical databases makes exact alignment algorithm unrealistic for searching similarities. Alternatives have been proposed in bioinformatics either by using heuristics or by developing faster implementation of exact algorithm. The main motivation of this work is to exploit the huge computational power of commonly available graphic cards to develop high performance solutions for Query-by-Humming applications. In this paper, we present a fast implementation of a local alignment method, which allows to retrieve a hummed query in a database of MIDI files, with good accuracy, in a time up to 160 times faster than other comparable systems.