Tapping the supercomputer under your desk
Subtitle: solving dynamic equilibrium models with graphics processors
By: Eric M. Aldrich, Jesús Fernández-Villaverde, A. Ronald Gallant, Juan F. Rubio-Ramírez
Contributors: National Bureau of Economic Research
Series: NBER working paper series -- working paper 15909; Working paper series (National Bureau of Economic Research : Online) -- working paper no. 15909.
Publisher: National Bureau of Economic Research
Published: 2010
Place of publication: Cambridge, MA
Language: eng
Format: [electronic resource] :
Description: "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"--National Bureau of Economic Research web site.
Notes: Title from PDF file as viewed on 4/22/2010.

Includes bibliographical references.

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