Heterogeneous Computing in Economics: A Simplified Approach
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.
|Date of creation:||26 Apr 2012|
|Date of revision:|
|Contact details of provider:|| Web page: http://www.econ.au.dk/afn/|
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- Mathur, Sudhanshu & Morozov, Sergei, 2009. "Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control," MPRA Paper 16721, University Library of Munich, Germany.
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NBER Working Papers
15909, National Bureau of Economic Research, Inc.
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