In this paper we study the uplink-downlink duality for Gaussian vector channels with colored noise, and we derive the duality transformations (downlink-to-uplink and vice versa) that imply transmit covariance matrices for which user rates in uplink and downlink are identical. These transformations are then applied for transmitter adaptation in Code Division Multiple Access (CDMA) systems to obtain an ensemble of downlink CDMA codewords from an optimal ensemble of uplink codewords.