Department of Economics and Business Economics

Heterogeneous Computing in Economics: A Simplified Approach

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

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.
Original languageEnglish
JournalComputational Economics
Volume43
Issue4
Pages (from-to)485-495
ISSN0927-7099
DOIs
Publication statusPublished - 1 Jan 2014

See relations at Aarhus University Citationformats

ID: 70660736