| dc.creator |
Creel, Michael |
|
| dc.date |
2007-10-31T14:38:40Z |
|
| dc.date |
2007-10-31T14:38:40Z |
|
| dc.date |
2005-06-15 |
|
| dc.date.accessioned |
2017-01-31T00:57:51Z |
|
| dc.date.available |
2017-01-31T00:57:51Z |
|
| dc.identifier |
http://hdl.handle.net/10261/1773 |
|
| dc.identifier.uri |
http://dspace.mediu.edu.my:8181/xmlui/handle/10261/1773 |
|
| dc.description |
The parameterized expectations algorithm (PEA) involves a long simulation and a nonlinear least squares (NLS) fit, both embedded in a loop. Both steps are natural candidates for parallelization. This note shows that parallelization can lead to important speedups for the PEA. I provide example code for a simple model that can serve as a template for parallelization of more interesting models, as well as a download link for an image of a bootable CD that allows creation of a cluster and execution of the example code in minutes, with no need to install any software. |
|
| dc.description |
This research was supported by grants SGR2001-0164 and SEC2003-05112. |
|
| dc.language |
eng |
|
| dc.relation |
UFAE and IAE Working Papers |
|
| dc.relation |
651.05 |
|
| dc.rights |
openAccess |
|
| dc.subject |
Parameterized expectations |
|
| dc.subject |
Parallel computing |
|
| dc.title |
A Note on Parallelizing the Parameterized Expectations Algorithm |
|
| dc.type |
Documento de trabajo |
|