Heterogeneous Computing in Economics: A Simplified Approach

This paper shows the potential of heterogeneous computing in solving dynamic equilibrium models in economics. We illustrate the power and simplicity of the C++ Accelerated Massive Parallelism recently introduced by Microsoft. Starting from the same exercise as Aldrich et al. (2011) we document a speed gain together with a simplified programming style that naturally enables parallelization.

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Year of publication:	2012-04-26
Authors:	Dziubinski, Matt P. ; Grassi, Stefano
Institutions:	School of Economics and Management, University of Aarhus
Subject:	Code optimization \| CUDA \| C++ \| C++ AMP \| Data parallelism \| DSGE models \| Econometrics \| Heterogeneous computing \| Highperformance computing \| Parallel computing

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Extent:	application/pdf
Series:	CREATES Research Papers.
Type of publication:	Book / Working Paper
Notes:	1 pages long
Classification:	C88 - Other Computer Software
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010851202