Download This PaperA Practical Guide to Parallelization in Economics
66 Pages Posted: 2 May 2018 Last revised: 11 Aug 2024
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A Practical Guide to Parallelization in Economics
NBER Working Paper No. w24561
Number of pages: 66
Posted: 02 May 2018
Last Revised: 10 Feb 2023
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A Practical Guide to Parallelization in Economics
CEPR Discussion Paper No. DP12890
Number of pages: 68
Posted: 01 May 2018
Date Written: April 2018
Abstract
This guide provides a practical introduction to parallel computing in economics. After a brief introduction to the basic ideas of parallelization, we show how to parallelize a prototypical application in economics using, on CPUs, Julia, Matlab, R, Python, C++-OpenMP, Rcpp–OpenMP, and C++-MPI, and, on GPUs, CUDA and OpenACC. We provide code that the user can download and fork, present comparative results, and explain the strengths and weaknesses of each approach. We conclude with some additional remarks about alternative approaches.
Suggested Citation: Suggested Citation
Fernández-Villaverde, Jesús and Zarruk-Valencia, David, A Practical Guide to Parallelization in Economics (April 2018). NBER Working Paper No. w24561, Available at SSRN: https://ssrn.com/abstract=3170815
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