Simple reordering techniques for expanding the convergence radius of first-order iterative techniques

DOI10.1016/S0165-1889(98)00014-1zbMath0913.90048OpenAlexW2028288445WikidataQ126758668 ScholiaQ126758668MaRDI QIDQ1274213

Laura Piscitelli, Andrew J. Hughes Hallett

Publication date: 12 January 1999

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(98)00014-1

zbMATH Keywords

convergence theoremGauss-Seidel iterations

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items (5)

A robust method for simulating forward-looking models ⋮ The Gauss-Seidel-quasi-Newton method: a hybrid algorithm for solving dynamic economic models ⋮ Krylov methods for solving models with forward-looking variables ⋮ An algorithm competition: First-order iterations versus Newton-based techniques ⋮ The parametric path method: an alternative to Fair--Taylor and L--B--J for solving perfect foresight models.

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• An algorithm competition: First-order iterations versus Newton-based techniques
• A new convergence theorem for successive overrelaxation iterations
• Hybrid algorithms with automatic switching for solving nonlinear equation systems
• Simple and optimal extrapolations for first order iterations
• The Convergence of Accelerated Overrelaxation Iterations
• On an Approach to Techniques for the Analysis of the Structure of Large Systems of Equations

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