A Practical Guide to Parallelization in Economics

Jesus Fernandez-Villaverde and David Zarruk Valencia

No 24561, NBER Working Papers from National Bureau of Economic Research, Inc

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.

JEL-codes: C63 C68 E37 (search for similar items in EconPapers)
Date: 2018-04
New Economics Papers: this item is included in nep-cmp and nep-mac
Note: EFG
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Citations: View citations in EconPapers (15)

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Working Paper: A Practical Guide to Parallelization in Economics (2018)
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