forked from davidzarruk/Parallel_Computing
-
Notifications
You must be signed in to change notification settings - Fork 9
/
Readme.md~
30 lines (24 loc) · 1.5 KB
/
Readme.md~
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
## A Practical Guide to Parallel Computing in Macroeconomics
This repository contains the source code referenced in the paper *A Practical Guide to Parallel Computing in Macroeconomics* by Jesús
Fernández-Villaverde and David Zarruk Valencia.
### Abstract from the paper
> Parallel computing opens the door to solving and estimating much richer models in Economics. From dynamic optimization
> problems with high dimensionality to structural estimation with complex data, readily-available and economical parallel
> computing allows researchers to tackle problems in Economics that were beyond the realm of possibility just a decade ago. This
> paper describes the basics of parallel computing for economists, reviews widely-used implementation routines in `Julia`, `Python`,
> `R`, `Matlab`, `C++` (`OpenMP` and `MPI`) and `CUDA` and compares performance gains using, as a test bed a standard life-cycle problem
> such as those in many models in macro, labor, and other fields.
The file `Makefile` contains the compilation flags used in Linux and can be used to execute the codes in every language.
## Files
1. `Cpp_main.cpp`: C++ code for OpenMP
2. `CUDA_main.cu`: CUDA code
3. `Julia_main_parallel.jl`: Julia code
4. `Julia_main_pmap.jl`: Julia code
5. `Matlab_main.m`: Matlab code
6. `MPI_host_file`: MPI host file
6. `MPI_main.cpp`: C++ code for MPI
8. `Python_main.py`: Python code
9. `Rcpp_main.cpp`: C++ code for Rcpp package in R
10. `Rcpp_main.R`: Rcpp code
11. `R_main.R`: R code
12. `Makefile`: Makefile to execute codes