Oancea, Bogdan (2014): Parallel Computing in Economics - An Overview of the Software Frameworks. Published in: Challenges of the Knowledge Society , Vol. 1, No. 1 (May 2014): pp. 1031-1043.
Preview |
PDF
MPRA_paper_72039.pdf Download (646kB) | Preview |
Abstract
This paper discusses problems related to parallel computing applied in economics. It introduces the paradigms of parallel computing and emphasizes the new trends in this field - a combination between GPU computing, multicore computing and distributed computing. It also gives examples of problems arising from economics where these parallel methods can be used to speed up the computations
Item Type: | MPRA Paper |
---|---|
Original Title: | Parallel Computing in Economics - An Overview of the Software Frameworks |
English Title: | Parallel Computing in Economics - An Overview of the Software Frameworks |
Language: | English |
Keywords: | Parallel Computing, GPU Computing, MPI, OpenMP, CUDA,Computational economics |
Subjects: | C - Mathematical and Quantitative Methods > C8 - Data Collection and Data Estimation Methodology ; Computer Programs > C88 - Other Computer Software |
Item ID: | 72039 |
Depositing User: | Bogdan Oancea |
Date Deposited: | 21 Jun 2016 07:40 |
Last Modified: | 27 Sep 2019 18:17 |
References: | AMD,(2013), AMD Accelerated Parallel Processing. OpenCL Programming Guide. Aldrich, E. M. (2011a), “Trading Volume in General Equilibrium with Complete Markets," Working Paper. Aldrich, E. M., Fernandez-Villaverde, J., Gallant, A. R., and Rubio-Ramirez, J. F. (2011b), “Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors," Journal of Economic Dynamics and Control, 35, pp. 386-393. Aldrich, E. M. (2104), "GPU Computing in Economics", Handbook of Computational Economics, Vol. 3, eds. Judd, Kenneth L. and Schmedders, Karl, Elsevier, chap. 10. Barron, I. M. (1978), The Microprocessor and its Application: an Advanced Course, in D. Aspinall. ed. "The Transputer", Cambridge University Press. Batcher, K. E. (1980), Design of a Massively Parallel Processor, IEEE Transactions on Computers, Vol. C29, September, pp. 836–840. Creel, M., and Zubair, M., (2012a), High Performance Implementation of an Econometrics and Financial Application on GPUs, Proceeding SCC '12 Proceedings of the 2012 SC Companion: High Performance Computing, Networking Storage and Analysis, pp. 1147-1153. Creel, M., Mandal, S., and Zubair, M., (2012b), Econometrics on GPUs, working paper No 669, Barcelona Graduate School of Economics, 2012. Creel, M., Goffe, W. (2008), Multi-core CPUs, Clusters, and Grid Computing: A Tutorial, Computational Economics, 32, (4), pp. 353-382. Creel, M., (2005), User-Friendly Parallel Computations with Econometric Examples, Computational Economics, 26, (2), pp. 107-128. Creel, M., (2007), I ran four million probits last night. HPC Clustering with ParallelKnoppix, Journal of Applied Econometrics, 22(1), pp. 215-223. Charalambous, M., Trancoso, P., and Stamatakis, A. (2005), “Initial Experiences Porting a Bioinformatics Application to a Graphics Processor," in Vol. 3746 of Lecture Notes in Computer Science, eds. Bozanis, P. and Houstis, E. N., New York, USA: Springer-Verlag, pp. 415-425. Dziubinski, M. P., and Grassi, S. (2014),”Heterogeneous Computing in Economics: A Simplied Approach," Computational Economics, 43, pp. 485:495. Fisher, P., (1992): Rational Expectations in Macroeconomic Models. Kluwer Academic Publishers, Dordrecht. Fragniere, E., Gondzio, J., Vial, J.P., (1998), “Building and Solving Large-Scale Stochastic Programs on an Affordable Distributed Computing System”, Logiclab Technical Report 11, June, 1998. Kiessling, A., (2009), An Introduction to Parallel Programming with OpenMP, The University of Ediburgh. Gondzio, J., Kouwenberg, R., (2000), "High Performance Computing for Asset Liability Management",Technical Report MS-99-004,University of Edinburgh, March, 2000. Gropp, W., Lusk, E., Doss, N., and Skjellum, A., (1996), “A High-Performance, Portable Implementation of the MPI Message Passing Interface Standard”, Parallel Computing, 22, pp. 789–828. Gottlieb, A., Grishman, R., Kruskal, C. P., McAuliffe, K. P., Rudolph, L., Snir, M., (1982), The NYU Ultracomputer - designing a MIMD, shared-memory parallel machine, ISCA '82 Proceedings of the 9th annual symposium on Computer Architecture, pp. 27-42. Harris, M. J., Baxter III, W. V., Scheuermann, T., and Lastra, A., ( 2003), Simulation of Cloud Dynamics on Graphics Hardware. In Proceedings of the IGGRAPH/Eurographics Workshop on Graphics Hardware, pp. 92-101. Khronos OpenCL Working Group (2009), The OpenCL Specification - Version 1.0. The Khronos Group, Tech. Rep. Intel, (2014), Intel® Xeon Phi™ Product Family Performance Rev 1.412/30/13. LAM/MPI Parallel Computing, <http://www.lam-mpi.org> 2014. NVIDIA, (2014), NVIDIA CUDA C Programming Guide, version 5.5 OpenMP ARB (2011), OpenMP API 3.1 C/C++ Directives. Open MPI: Open Source High Performance Computing, <http://www.open-mpi.org/>, 2014. Oancea, B, Andrei, T., Rosca, I. Gh., Iacob, A. I. (2011a), "Parallel algorithms for large scale econometric models", Procedia Computer Science, Vol. 3, pp. 479-483. Oancea, B., Rosca, I. G., Andrei, T., Iacob, A. I., (2011b), Evaluating Java performance for linear algebra numerical computations , Procedia Computer Science, vol. 3, pp. 474-478. Oancea, B., Andrei, T., Dragoescu, R. M., (2012), GPGPU COMPUTING, Proceedings of the “Challenges for the Knowledge Society”, pp. 2026-2035. Tucker, L. W., Robertson, G., (1988), Architecture and Applications of the Connection Machine, Computer, vol. 21, no. 8, pp. 26–38. |
URI: | https://mpra.ub.uni-muenchen.de/id/eprint/72039 |