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Sparse matrix methods for computable general equilibrium models of the Johansen class

Considers the solution of large systems of linear equations, such as those arising from a large linearized economic model. Recommends (a) that matrix inversion be avoided, in favour of LU methods; and (b) that sparsity in the system be exploited using special computer subroutines. Some examples of time savings are tabulated. Please note: The PDF download of this fairly old paper is an optical scan of indifferent, but legible, quality
Year of publication:
1983-11
Authors: Pearson, K.R. ; Rimmer, Russell J.
Institutions: Centre of Policy Studies and Impact Project (COPS), Victoria University
Subject: Numerical methods | sparsity | linear systems | imperfect competition | applied general equilibrium models
Extent:
application/pdf
text/html
Series:
Type of publication: Book / Working Paper
Classification: C63 - Computational Techniques ; C68 - Computable General Equilibrium Models
Source:
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010877238
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