Dear gretl users, I have a three laptops (some of them are about 5 years old but have fast CPUs implemented) and a desktop computer available, and was thinking to set up a small-scale cluster. It seems to me that the MPI interface which gretl supports is just designed for such a task. Is this correct?

Does anybody have some experience with it?

Am 15.04.2017 um 12:27 schrieb Riccardo (Jack) Lucchetti: > On Sat, 15 Apr 2017, Artur Tarassow wrote: > >> Dear gretl users, >> >> I have a three laptops (some of them are about 5 years old but have >> fast CPUs implemented) and a desktop computer available, and was >> thinking to set up a small-scale cluster. >> >> It seems to me that the MPI interface which gretl supports is just >> designed for such a task. Is this correct? > > Yes. > >> Does anybody have some experience with it? > > Some. In order to make the most of it, keep in mind that the most > stringent constraint on performance is the ethernet connection. So, > you're going to have good results as far as you manage to split the > workload between processes in such a way to minimise the amount of data > they have to trade between one another. Sometimes it's relatively simple > to do so, sometimes it requires some ingenuity. > > HTH, Thank you for your answer, Jack. I was thinking to setup an experiment estimating big VARs combining a rolling-window plus bootstrap approach where at each window (in total about 500) some heavy-load bootstrap is done. I guess in this case it wouldn't make much sense to distribute the bootstrap part over all PCs but rather the rolling-window task.