Block Jacobi Preconditioning for Solving Dynamic General Equilibrium Models

DOI10.1007/978-3-030-42831-0_11MaRDI QIDQ5129794zbMATH OpenOpenAlexFDO

Authors Arseniy P. Gruzdev, N. B. Melnikov

Publication date 23 October 2020

Published in Lecture Notes in Control and Information Sciences - Proceedings (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-42831-0_11

zbMATH Keywords

dynamic general equilibrium modelsNewton-Krylov methodpopulation-economy-technology-science model

Mathematics Subject Classification ID

Computational methods for problems pertaining to game theory, economics, and finance (91-08) General equilibrium theory (91B50)

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• Block Preconditioning for the Conjugate Gradient Method

Cites work

• scientific article; zbMATH DE number 781821 (Why is no real title available?)
• Iterative solution of linear systems in the 20th century
• Krylov methods for solving models with forward-looking variables
• NITSOL: A Newton Iterative Solver for Nonlinear Systems
• Parallel Krylov methods for econometric model simulation
• Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models

Cited in

(1)

• Krylov methods for solving models with forward-looking variables

Describes a project that uses

Uses Software

• NITSOL

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