Dynare in MS Compute Cluster Server

[ripatti]

Dear Musketeers,

We are planning to build up a MS Compute Cluster Server. The aim is to increase computing power in a flexible manner. This is supportedby matlab by its product
distributed computing toolbox.

I wonder whether we will face difficulties in using Dynare (or dynare++) in this environment? Do you have experiences of this set-up? Or, do those documents tell you anything regarding possible difficulties?

Regards,

Antti

[MichelJuillard]

People at the Joint Research Center in Ispra have been working on paralellel implementation of the Metropolis chain that are embarassingly parallel. I doubt that Matlab will paralellize code for you, you need to decide which tasks must be split between computers.
Besides Metropolis chains, there isn't much in Dynare that can be easily split up between different CPUs

Best

Michel

[ripatti]

Many thanks for the reply! Just a related issue:
http://www.mathworks.com/support/soluti ... l?1-31J0W3
which says that multicore processors are supported by some operations (BLAS).

Antti

[MichelJuillard]

Thanks for the pointer, this opens new perspectives.

Best

Michel