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NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Eric Aldrich

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April 2010Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors
with Jesús Fernández-Villaverde, A. Ronald Gallant, Juan F. Rubio-Ramírez: w15909
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.

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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