Heterogeneous Computing in Economics: A Simplified Approach

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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.
OriginalsprogEngelsk
TidsskriftComputational Economics
Vol/bind43
Nummer4
Sider (fra-til)485-495
ISSN0927-7099
DOI
StatusUdgivet - 1 jan. 2014

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