Heterogeneous Computing in Economics: A Simplified Approach

Authors:
Matt P. Dziubinski;Stefano Grassi
Affiliations:
Department of Mathematical Sciences, Aalborg University and CREATES, Aalborg, Denmark and CREATES, Department of Economics and Business, Aarhus University, Aarhus V, Denmark 8210;CREATES, Department of Economics and Business, Aarhus University, Aarhus V, Denmark 8210
Venue:
Computational Economics
Year:
2014

Citing 5
Cited 0

The C++ Programming Language

The C++ Programming Language
User-Friendly Parallel Computations with Econometric Examples

Computational Economics
Data-Parallel Computing

Queue - GPU Computing
Multi-core CPUs, Clusters, and Grid Computing: A Tutorial

Computational Economics
Some computer organizations and their effectiveness

IEEE Transactions on Computers

Quantified Score

Hi-index	0.00

Visualization

Abstract

This paper shows the potential of heterogeneous computing in solving dynamic equilibrium models in economics. We illustrate the power and simplicity of C++ Accelerated Massive Parallelism (C++ AMP) recently introduced by Microsoft. Starting from the same exercise as Aldrich et al. (J Econ Dyn Control 35:386---393, 2011) we document a speed gain together with a simplified programming style that naturally enables parallelization.