Parallel Two-Stage Least Squares algorithms for Simultaneous Equations Models on GPU

Abstract

Today it is usual to have computational systems formed by a multicore together with one or more GPUs. These systems are heterogeneous, due to the di erent types of memory in the GPUs and to the di erent speeds of computation of the cores in the CPU and the GPU. To accelerate the solution of complex problems it is necessary to combine the two basic components (CPU and GPU) in the heterogeneous system. This paper analyzes the use of a multicore+multiGPU system for solving Simultaneous Equations Models by the Two-Stage Least Squares method with QR decomposition. The combination of CPU and GPU allows us to reduce the execution time in the solution of large SEM.