OK, many thanks. Concerning the parallel tools, we would have the random_walk_metropolis_hastings adapted and ready: shall we add a new version of it with something like a "P" flag, or do we overwrite the existing? We could start parallelizing other parts of dynare, like check plots, Gelman diagnostics, posterior smoother, IRF's, numerical Hessian computation? what do yo think would be best to start with? best wishes Marco, Ivano
Thanks Marco, the Monfispol paper look perfect.
trunk/matlab/thread contains code written by Stephane for multithreaded Kronecker product DLL
I imagine that your code is relying on starting multiple instances of Matlab a very different approach and use from above. So I wouldn't put your code in the same directory. For now, put it in trunk/matlab and we will move it later when we have a better view of common functions that would be logical to regroup.
Best
Michel
Marco Ratto wrote:
Dear Michel,
we have drafted two documents for the state-of-the-art report. We kept them rather short, with the idea to just place MONFISPOL in the literature, avoiding a full dissertation on the topics which would make the report extremely long. Please have a look if they look OK to you.
We also have coded a generic MATLAB engine for parallelizing MATLAB loops. I would like to begin committing it in official dynare. I would like to know if you agree in committing those routines and where should I commit them: in trunk\matlab? in trunk\matlab\threads.
Concerning the new trunk\matlab\threads folder, I have a question: in our generic engine we have to code checks (error traps) for the number of processors actually present in the computer and so on. Do you have already coded them or we proceed autonomously on that?
Please let us know, All the best Marco