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Use JAX in successive_approx #134

Merged
merged 1 commit into from
Mar 1, 2024
Merged

Use JAX in successive_approx #134

merged 1 commit into from
Mar 1, 2024

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kp992
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@kp992 kp992 commented Feb 29, 2024

Create jax-jitted successive_approx in opt_invest and opt_savings.

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kp992 commented Feb 29, 2024

Hi @jstac, This PR makes opt_invest VFI faster by 4 times and opt_savings VFI faster by 2 times. Please review. Thank you.

@kp992 kp992 requested a review from jstac February 29, 2024 06:43
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jstac commented Mar 1, 2024

Thanks @kp992! Nice work.

@jstac jstac merged commit 4beb13a into main Mar 1, 2024
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@jstac jstac deleted the vfi_fast branch March 1, 2024 20:11
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2 participants