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A Practical Guide to Parallelization in Economics

Jesus Fernandez-Villaverde () and David Zarruk Valencia

No 12890, CEPR Discussion Papers from C.E.P.R. Discussion Papers

Abstract: This guide provides a practical introduction to parallel computing in economics. After a brief introduction to the basic ideas of parallelization, we show how to parallelize a prototypical application in economics using, on CPUs, Julia, Matlab, R, Python, C++ - OpenMP, Rcpp - OpenMP, and C++ - MPI, and, on GPUs, CUDA and OpenACC. We provide code that the user can download and fork, present comparative results, and explain the strengths and weaknesses of each approach. We conclude with some additional remarks about alternative approaches.

Keywords: Computational Methods; Parallel Computing; Programming Languages (search for similar items in EconPapers)
JEL-codes: C63 C68 E37 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-cmp and nep-mac
Date: 2018-04
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