Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors

Eric Aldrich (), Jesus Fernandez-Villaverde, A. Gallant and Juan F Rubio-Ramirez

No 10-89, Working Papers from Duke University, Department of Economics

Abstract: This paper shows how to build algorithms that use graphics processing units (GPUs) installed in most modern computers to solve dynamic equilibrium models in economics. In particular, we rely on the compute unified device architecture (CUDA) of NVIDIA GPUs. We illustrate the power of the approach by solving a simple real business cycle model with value function iteration. We document improvements in speed of around 200 times and suggest that even further gains are likely.

Keywords: CUDA; Dynamic Programming; Parallelization; Growth Model; Business Cycles (search for similar items in EconPapers)
JEL-codes: C88 (search for similar items in EconPapers)
Pages: 17
Date: 2010
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Related works:
Journal Article: Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors (2011)
Working Paper: Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors (2010)
Working Paper: Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:duk:dukeec:10-89

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