Parallel computing can offer an enormous advantage regarding the performance for very large applications in almost any field: economics, scientific computing, computer vision, databases, data mining. GPUs are high performance many-core processors that can obtain very high FLOP rates. Since the...

In this paper we develop algorithms to solve macro econometric models with forward-looking variables based on Newton method for nonlinear systems of equations. The most difficult step for New-ton methods represents the resolution of a large linear system for each iteration. Thus, we compare the...