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Parallel Algorithms for Linear Models : Numerical Methods and Estimation Problems - Erricos John Kontoghiorghes

Parallel Algorithms for Linear Models

Numerical Methods and Estimation Problems

Hardcover Published: 31st January 2000
ISBN: 9780792377207
Number Of Pages: 183

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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.

List of Figures
List of Tables
List of Algorithms
Preface
Linear Models and QR Decomposition
OLM Not of Full Rank
Updating and Downdating the OLM
The General Linear Model
Simultaneous Equations Models
References
Author Index
Subject Index
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780792377207
ISBN-10: 0792377206
Series: Advances in Computational Economics
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 183
Published: 31st January 2000
Publisher: Springer
Country of Publication: NL
Dimensions (cm): 23.5 x 15.5  x 1.91
Weight (kg): 0.48

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