Department of Economics and Business Economics

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.
Original languageEnglish
JournalComputational Economics
Pages (from-to)485-495
Publication statusPublished - 1 Jan 2014

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