Parallel Computation in Econometrics: A Simplified Approach

Parallel computation has a long history in econometric computing, but is not at all wide spread. We believe that a major impediment is the labour cost of coding for parallel architectures. Moreover, programs for specific hardware often become obsolete quite quickly. Our approach is to take a popular matrix programming language (Ox), and implement a message-passing interface using MPI. Next, object-oriented programming allows us to hide the specific parallelization code, so that a program does not need to be rewritten when it is ported from the desktop to a distributed network of computers. Our focus is on so-called embarrassingly parallel computations, and we address the issue of parallel random number generation.Code optimization; Econometrics; High-performance computing; Matrix-programming language; Monte Carlo; MPI; Ox; Parallel computing; Random number generation.

USRA/RIACS

The Research Institute for Advanced Computer Science (RIACS) was established by the Universities Space Research Association (USRA) at the NASA Ames Research Center (ARC) on 6 June 1983. RIACS is privately operated by USRA, a consortium of universities with research programs in the aerospace sciences, under a cooperative agreement with NASA. The primary mission of RIACS is to provide research and expertise in computer science and scientific computing to support the scientific missions of NASA ARC. The research carried out at RIACS must change its emphasis from year to year in response to NASA ARC's changing needs and technological opportunities. A flexible scientific staff is provided through a university faculty visitor program, a post doctoral program, and a student visitor program. Not only does this provide appropriate expertise but it also introduces scientists outside of NASA to NASA problems. A small group of core RIACS staff provides continuity and interacts with an ARC technical monitor and scientific advisory group to determine the RIACS mission. RIACS activities are reviewed and monitored by a USRA advisory council and ARC technical monitor. Research at RIACS is currently being done in the following areas: Parallel Computing; Advanced Methods for Scientific Computing; Learning Systems; High Performance Networks and Technology; Graphics, Visualization, and Virtual Environments

The Family of MapReduce and Large Scale Data Processing Systems

In the last two decades, the continuous increase of computational power has produced an overwhelming flow of data which has called for a paradigm shift in the computing architecture and large scale data processing mechanisms. MapReduce is a simple and powerful programming model that enables easy development of scalable parallel applications to process vast amounts of data on large clusters of commodity machines. It isolates the application from the details of running a distributed program such as issues on data distribution, scheduling and fault tolerance. However, the original implementation of the MapReduce framework had some limitations that have been tackled by many research efforts in several followup works after its introduction. This article provides a comprehensive survey for a family of approaches and mechanisms of large scale data processing mechanisms that have been implemented based on the original idea of the MapReduce framework and are currently gaining a lot of momentum in both research and industrial communities. We also cover a set of introduced systems that have been implemented to provide declarative programming interfaces on top of the MapReduce framework. In addition, we review several large scale data processing systems that resemble some of the ideas of the MapReduce framework for different purposes and application scenarios. Finally, we discuss some of the future research directions for implementing the next generation of MapReduce-like solutions.Comment: arXiv admin note: text overlap with arXiv:1105.4252 by other author

A sparse octree gravitational N-body code that runs entirely on the GPU processor

We present parallel algorithms for constructing and traversing sparse octrees on graphics processing units (GPUs). The algorithms are based on parallel-scan and sort methods. To test the performance and feasibility, we implemented them in CUDA in the form of a gravitational tree-code which completely runs on the GPU.(The code is publicly available at: http://castle.strw.leidenuniv.nl/software.html) The tree construction and traverse algorithms are portable to many-core devices which have support for CUDA or OpenCL programming languages. The gravitational tree-code outperforms tuned CPU code during the tree-construction and shows a performance improvement of more than a factor 20 overall, resulting in a processing rate of more than 2.8 million particles per second.Comment: Accepted version. Published in Journal of Computational Physics. 35 pages, 12 figures, single colum

Computational methods and software systems for dynamics and control of large space structures

Two key areas of crucial importance to the computer-based simulation of large space structures are discussed. The first area involves multibody dynamics (MBD) of flexible space structures, with applications directed to deployment, construction, and maneuvering. The second area deals with advanced software systems, with emphasis on parallel processing. The latest research thrust in the second area involves massively parallel computers