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Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors / Eric M. Aldrich, Jesús Fernández-Villaverde, A. Ronald Gallant, Juan F. Rubio-Ramírez.
- Format:
- Book
- Author/Creator:
- Aldrich, Eric M.
- Series:
- Working Paper Series (National Bureau of Economic Research) no. w15909.
- NBER working paper series no. w15909
- Language:
- English
- Physical Description:
- 1 online resource: illustrations (black and white);
- Other Title:
- Tapping the Supercomputer Under Your Desk
- Place of Publication:
- Cambridge, Mass. National Bureau of Economic Research 2010.
- Summary:
- This paper shows how to build algorithms that use graphics processing units (GPUs) installed in most modern computers to solve dynamic equilibrium models in economics. In particular, we rely on the compute unified device architecture (CUDA) of NVIDIA GPUs. We illustrate the power of the approach by solving a simple real business cycle model with value function iteration. We document improvements in speed of around 200 times and suggest that even further gains are likely.
- Notes:
- Print version record
- April 2010.
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