Exploiting vector computers for simulation
Peter R. Benyon
Mathematics and Computers in Simulation (MATCOM), 1985, vol. 27, issue 2, 121-127
Abstract:
Computers with vector architecture perform arithmetic much faster than conventional machines but only where the work can be organized into similar operations on all elements of long vectors. Field problems have a suitable structure within the model itself. Most other simulation problems lack such systematic structure but the model as a whole often has to be run many times for either stochastic or optimization reasons. It may then be possible to vectorize across many conceptual replicates of the same program all running at once rather than trying to vectorize within the same program. The conditions allowing this are stated. An advantage of this replication method is that even scalars in the original model become long vectors. A disadvantage is the storage needed, but large amounts are becoming available. An initial test of the method yielded 1000 runs of a stochastic simulation of a control system in the same time as only 20 runs by scalar methods. This demonstrates that simulation runs can now be ‘mass produced’ very cheaply. Possible use of this capability in a very general maximum likelihood method of parameter estimation is discussed.
Date: 1985
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0378475485900308
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:27:y:1985:i:2:p:121-127
DOI: 10.1016/0378-4754(85)90030-8
Access Statistics for this article
Mathematics and Computers in Simulation (MATCOM) is currently edited by Robert Beauwens
More articles in Mathematics and Computers in Simulation (MATCOM) from Elsevier
Bibliographic data for series maintained by Catherine Liu ().