High Performance Computing for BU Economists

Slides

The slides describe a dynamic investment problem. I also provide code to solve this problem in Matlab and Gauss. I provide separate code with and without parallel processing. Note that this problem is so simple that using parallel processing actually slows the program down. The code is meant as an example.

Gauss:

Dynamic problem without parallel processing

Dynamic problem with parallel processing (uses the ThreadStat command)

Matlab:

Matlab has two ways of implementing parallel processing. I provide examples of both. For this example, SPMD is a little more efficient.

Dynamic problem without parallel processing

Dynamic problem with parallel processing using parfor

Dynamic problem with parallel processing using SPMD

You will also need these files to run in Matlab

getVnew.m profit.m

Also, the slides describe a batch file for running Matlab in batch code on the cluster. Here is an example:

Batch file

Thanks goes to Mingli Chen and Kadin Tseng, who were a lot of help with the Matlab files.