mpi (message passing interface) for economists

this page contains some practical information for (macro)economists who want to use parallel programming with mpi (message passing interface).

my first cluster: susquehanna

pic of susquehanna susuquehanna is the first beowulf cluster that i constructed. her 8 nodes were watching me in my office at uiuc. each node is a cube pc, housing an athlon xp 2500 or 2600. it runs the rocks cluster software, which a version of centos/rhel specially configured for clusters. i started this project as a way to entertain myself between the end of the job market and the graduation from penn, in winter 2004. special thanks to my classmate at penn, chun-seng yip, who taught me the abc of pc building and helped me constructing susquehanna in mcneil building past midnight. you can see the power of susquehanna cluster with mpi in the slides for my recent lecture.

mpi basics

the mpi forum is an open group with representatives from many organizations that define and maintain the mpi standard.
mpich is a freely available, portable implementation of mpi. this site also has links to many sites that provide useful information.

materials for my guest lecture at university of pennsylvania (november 2011)

slides: introduction to the basics of mpi.
serial code: for solving aiyagari (1994) economy using value function iteration and discretization (protected).
parallel code: mpi version of the code above.
screen output: of the codes above.

materials for my guest lecture at university of pennsylvania (april 2009)

slides: introduction to the basics of mpi.
slides: shows how to parallelize a program to solve aiyagari (1994) economy.
slides: introduction to parallel optimization algorithm for calibration or structural estimation.
serial code: for solving aiyagari (1994) economy using value function iteration and discretization (protected).
parallel code: mpi version of the code above.
screen output: of the codes above.

materials for my lecture at bank of canada (december 2006)

slides: very short introduction to the basics of mpi.
slides: shows how to parallelize a program to solve aiyagari (1994) economy. code is not open to public.

materials for my lecture at uiuc (april 2006)

materials for my lecture at upenn (april 2002)

other useful sources of information

tutorial material on mpi available on the web, maintained by mcd (mathematics and computer science division) at argonne national laboratory