OpenMP parallelization of agent-based models

  • Authors:
  • Federico Massaioli;Filippo Castiglione;Massimo Bernaschi

  • Affiliations:
  • CASPUR, Via dei Tizii 6/b, 00185 Roma, Italy;Istituto Applicazioni del Calcolo (IAC) "M. Picone", Consiglio Nazionale delle Ricerche (CNR), Viale del Policlinico 137, 00161 Roma, Italy;Istituto Applicazioni del Calcolo (IAC) "M. Picone", Consiglio Nazionale delle Ricerche (CNR), Viale del Policlinico 137, 00161 Roma, Italy

  • Venue:
  • Parallel Computing - OpenMp
  • Year:
  • 2005

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Abstract

Agent-based models, an emerging paradigm of simulation of complex systems, appear very suitable to parallel processing. However, during the parallelization of a simulator of financial markets, we found that some features of these codes highlight non-trivial issues of the present hardware/software platforms for parallel processing. Here we present the results of a series of tests, on different platforms, of simplified codes that reproduce such problems and can be used as a starting point in the search of a possible solution.