Parallel Krylov methods for econometric model simulation

DOI10.1023/A:1008722026136zbMath0973.91061OpenAlexW1526193348MaRDI QIDQ5929109

Manfred Gilli, Giorgio Pauletto

Publication date: 17 April 2001

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008722026136

zbMATH Keywords

forward-looking modelsGMRESNewton-Krylov methodsparallel computingscalabilitysparse matrices

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (3)

Block Jacobi Preconditioning for Solving Dynamic General Equilibrium Models ⋮ Multi-core CPUs, clusters, and grid computing: A tutorial ⋮ Solving finite difference schemes arising in trivariate option pricing.

Uses Software

• PETSc

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