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

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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

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Extent:	application/pdf text/html
Series:	Centre of Policy Studies/IMPACT Centre Working Papers.
Type of publication:	Book / Working Paper
Classification:	C63 - Computational Techniques ; C68 - Computable General Equilibrium Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010877238