Parfor sucessfully implemented in Dynare
Posted: Fri Jul 17, 2015 8:48 pm
Dear Community,
I've recently implemented a parallelized version of the stoch_simul.m in order to speed up my computations. As mentioned in this thread, the main obstacle was the use of global variables; I've modified many of the original Dynare functions (such as set_random_seed) slightly so that they are passed local versions of M_, oo_, etc. My initial runs show very significant speedups if I run with the 4 cores on my CPU. Are any of you guys interested in this code? If so, I will clean up the files post them.
Best,
Zhao
I've recently implemented a parallelized version of the stoch_simul.m in order to speed up my computations. As mentioned in this thread, the main obstacle was the use of global variables; I've modified many of the original Dynare functions (such as set_random_seed) slightly so that they are passed local versions of M_, oo_, etc. My initial runs show very significant speedups if I run with the 4 cores on my CPU. Are any of you guys interested in this code? If so, I will clean up the files post them.
Best,
Zhao