What do I need to develop for the Playstation 3?
How can an amateur programmer have access to learn programming on PS3, and test the developments on own PS3? Not only use of CPU but also of GPU.
You need a development kit from Sony to do this legitimately. These are not cheap and are intended for big AAA games companies.
This is the case regardless of whether you intend to sell what you make.
If you just want to get a game on a console, probably the best bet is the Xbox 360, with their Live Indie Games program.
If you are interested in programming the PS3's Cell processor with its SPUs, you can download the Cell SDK and the simulator for linux here
If you have access to a blade-machine you can directly compile it for the CELL and execute it natively. It used to work with old PS3 OS versions too, unfortunetely they removed the ability to install linux.
However, its fun and a great learning experience in case you like low level programming :)