  We describe a hybrid Fourier/direct space convolution algorithm for compact
radial (azimuthally symmetric) kernels on the sphere. For high resolution maps
covering a large fraction of the sky, our implementation takes advantage of the
inexpensive massive parallelism afforded by consumer graphics processing units
(GPUs). Applications involve modeling of instrumental beam shapes in terms of
compact kernels, computation of fine-scale wavelet transformations, and optimal
filtering for the detection of point sources. Our algorithm works for any
pixelization where pixels are grouped into isolatitude rings. Even for kernels
that are not bandwidth limited, ringing features are completely absent on an
ECP grid. We demonstrate that they can be highly suppressed on the popular
HEALPix pixelization, for which we develop a freely available implementation of
the algorithm. As an example application, we show that running on a high-end
consumer graphics card our method speeds up beam convolution for simulations of
a characteristic Planck high frequency instrument channel by two orders of
magnitude compared to the commonly used HEALPix implementation on one CPU core
while maintaining at typical a fractional RMS accuracy of about 1 part in 10^5.
