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Parallel Algorithms for Linear Models - Numerical Methods and Estimation Problems (Paperback, Softcover reprint of the original 1st ed. 2000)
Loot Price: R2,833
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Parallel Algorithms for Linear Models - Numerical Methods and Estimation Problems (Paperback, Softcover reprint of the original 1st ed. 2000)
Series: Advances in Computational Economics, 15
Expected to ship within 10 - 15 working days
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Parallel Algorithms for Linear Models provides a complete and
detailed account of the design, analysis and implementation of
parallel algorithms for solving large-scale linear models. It
investigates and presents efficient, numerically stable algorithms
for computing the least-squares estimators and other quantities of
interest on massively parallel systems. The monograph is in two
parts. The first part consists of four chapters and deals with the
computational aspects for solving linear models that have
applicability in diverse areas. The remaining two chapters form the
second part, which concentrates on numerical and computational
methods for solving various problems associated with seemingly
unrelated regression equations (SURE) and simultaneous equations
models. The practical issues of the parallel algorithms and the
theoretical aspects of the numerical methods will be of interest to
a broad range of researchers working in the areas of numerical and
computational methods in statistics and econometrics, parallel
numerical algorithms, parallel computing and numerical linear
algebra. The aim of this monograph is to promote research in the
interface of econometrics, computational statistics, numerical
linear algebra and parallelism.
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