#acl DynareWritersGroup:read,write DynareTeamGroup:read,write,admin All:read In order to edit this page, you need to create an account with UserPreferences, then send an email to MichelJuillard. Thanks = 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 <> == 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