Heterogeneous Computing in Economics: A Simplified Approach

Matt Dziubinski and Stefano Grassi ()

CREATES Research Papers from Department of Economics and Business Economics, Aarhus University

Abstract: 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.

Keywords: Code optimization; CUDA; C++; C++ AMP; Data parallelism; DSGE models; Econometrics; Heterogeneous computing; Highperformance computing; Parallel computing. (search for similar items in EconPapers)
JEL-codes: C88 (search for similar items in EconPapers)
Pages: 10
Date: 2012-04-26
New Economics Papers: this item is included in nep-cmp and nep-dge
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Citations: View citations in EconPapers (10)

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Journal Article: Heterogeneous Computing in Economics: A Simplified Approach (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:aah:create:2012-15

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