Jurgen A. Doornik () (Nuffield College, University of Oxford) Neil Shephard () (Nuffield College, University of Oxford) David F. Hendry () (Nuffield College, University of Oxford)
Abstract
Parallel computation has a long history in econometric computing, but is not at all wide spread. We believe that a major impediment is the labour cost of coding for parallel architectures. Moreover, programs for specific hardware often become obsolete quite quickly. Our approach is to take a popular matrix programming language (Ox), and implement a message-passing interface using MPI. Next, object-oriented programming allows us to hide the specific parallelization code, so that a program does not need to be rewritten when it is ported from the desktop to a distributed network of computers. Our focus is on so-called embarrassingly parallel computations, and we address the issue of parallel random number generation.
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Publisher Info
Paper provided by Economics Group, Nuffield College, University of Oxford in its series Economics Papers with number
2004-W16.
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
Linda F. Y. Tuan & Chyau Ng & Eden Yu, 2001.
"Introduction,"
The World Economy,
Blackwell Publishing, vol. 24(8), pages 975-976, 09.
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