Heterogeneous Computing in Economics: A Simplified Approach

Matt Dziubinski and Stefano Grassi ()

Computational Economics, 2014, vol. 43, issue 4, 485-495

Abstract: This paper shows the potential of heterogeneous computing in solving dynamic equilibrium models in economics. We illustrate the power and simplicity of C++ Accelerated Massive Parallelism (C++ AMP) recently introduced by Microsoft. Starting from the same exercise as Aldrich et al. (J Econ Dyn Control 35:386–393, 2011 ) we document a speed gain together with a simplified programming style that naturally enables parallelization. Copyright Springer Science+Business Media New York 2014

Keywords: CUDA; C++; C++ AMP; DSGE models; Econometrics; Heterogeneous computing (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8) Track citations by RSS feed

Downloads: (external link)
http://hdl.handle.net/10.1007/s10614-013-9362-2 (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: Heterogeneous Computing in Economics: A Simplified Approach (2012)
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:kap:compec:v:43:y:2014:i:4:p:485-495

Ordering information: This journal article can be ordered from
http://www.springer. ... ry/journal/10614/PS2

DOI: 10.1007/s10614-013-9362-2

Access Statistics for this article

Computational Economics is currently edited by Hans Amman

More articles in Computational Economics from Springer, Society for Computational Economics Contact information at EDIRC.
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().