User-Friendly Parallel Computations with Econometric Examples

This paper shows how a high level matrix programming language may be used to perform Monte Carlo simulation, bootstrapping, estimation by maximum likelihood and GMM, and kernel regression in parallel on symmetric multiprocessor computers or clusters of workstations. The implementation of parallelization is done in a way such that an investigator may use the programs without any knowledge of parallel programming. A bootable CD that allows rapid creation of a cluster for parallel computing is introduced. Examples show that parallelization can lead to important reductions in computational time. Detailed discussion of how the Monte Carlo problem was parallelized is included as an example for learning to write parallel programs for Octave.parallel computing, Monte Carlo, bootstrapping,maximum likelihood, GMM, kernel regression

A mapping strategy for MIMD computers

In this paper, a heuristic mapping approach which maps parallel programs, described by precedence graphs, to MIMD architectures, described by system graphs, is presented. The complete execution time of a parallel program is used as a measure, and the concept of critical edges is utilized as the heuristic to guide the search for a better initial assignment and subsequent refinement. An important feature is the use of a termination condition of the refinement process. This is based on deriving a lower bound on the total execution time of the mapped program. When this has been reached, no further refinement steps are necessary. The algorithms have been implemented and applied to the mapping of random problem graphs to various system topologies, including hypercubes, meshes, and random graphs. The results show reductions in execution times of the mapped programs of up to 77 percent over random mapping

User-friendly parallel computations with econometric examples

This paper shows how a high level matrix programming language may be used to perform Monte Carlo simulation, bootstrapping, estimation by maximum likelihood and GMM, and kernel regression in parallel on symmetric multiprocessor computers or clusters of workstations. The implementation of parallelization is done in a way such that an investigator may use the programs without any knowledge of parallel programming. A bootable CD that allows rapid creation of a cluster for parallel computing is introduced. Examples show that parallelization can lead to important reductions in computational time. Detailed discussion of how the Monte Carlo problem was parallelized is included as an example for learning to write parallel programs for Octave

ASMs and Operational Algorithmic Completeness of Lambda Calculus

We show that lambda calculus is a computation model which can step by step simulate any sequential deterministic algorithm for any computable function over integers or words or any datatype. More formally, given an algorithm above a family of computable functions (taken as primitive tools, i.e., kind of oracle functions for the algorithm), for every constant K big enough, each computation step of the algorithm can be simulated by exactly K successive reductions in a natural extension of lambda calculus with constants for functions in the above considered family. The proof is based on a fixed point technique in lambda calculus and on Gurevich sequential Thesis which allows to identify sequential deterministic algorithms with Abstract State Machines. This extends to algorithms for partial computable functions in such a way that finite computations ending with exceptions are associated to finite reductions leading to terms with a particular very simple feature.Comment: 37 page