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Issues around parallel computing
Matlab
Mathworks Cleve's corner on parallel Matlab [http://www.mathworks.com/company/newsletters/news_notes/june07/clevescorner.html]
- Open source solutions:
LAM / MPI Parallel Computing under MATLAB [http://atc.ugr.es/javier-bin/mpitb_eng]
Parallel Virtual Machine (PVM) under MATLAB [http://atc.ugr.es/javier-bin/pvmtb_eng]
Tests on Hal
x = randn(100,100); tic; for i=1:100000; y=x*x; end; toc
- 1 thread: 21 sec
- 4 threads: 24 sec
x = randn(1000,1000); tic; for i=1:100; y=x*x; end; toc
- 1 thread: 20.3 sec
4 threads: 7.7 sec -- MichelJuillard DateTime(2007-09-16T10:22:53Z)
Dynare
I. Azzini, R. Girardi, M. Ratto (2007) "Parallelization of Matlab codes under Windows platform for Bayesian estimation: a DYNARE application" [http://www.cepremap.cnrs.fr/juillard/dynare_conf_07/girardi.pdf] (see also comments on the paper by S. Villemot: attachment:Azzini-Girardi-Ratto-comments.pdf)
a paper on parallel QZ [http://www.hpc2n.umu.se/para06/papers/paper_263.pdf]
ParallelizationAndPerformanceImprovementOfDynareWithSpecializedHardware