The SLI bridge is quite slow though, even the updated SLI bridge is just 2GB/s.

Ouch, I'd have expected more.

You just use the PCI bus. GPUDirect gives you DMA access to the other GPUs on the same bus. If they're in PCI express x16 slots, it's relatively speedy.

16 GByte/second sounds fast, but it's less than the bandwidth of dual channel DDR2 RAM. Never mind modern GDDR5X/DDR4/HBM memory.