Iterative techniques for solving simultaneous equation systems: A view from the economics literature

DOI10.1016/0377-0427(88)90356-1MaRDI QIDQ1114302zbMATH OpenOpenAlexFDO

Authors P. G. Fisher, A. J. Hughes-Hallett

Publication date 1988

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(88)90356-1

zbMATH Keywords

global convergenceeconomicsGauss-Seidel methodlarge sparse systemsfirst-order iterative methods

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Iterative numerical methods for linear systems (65F10)

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• Accelerated Overrelaxation Method
• Adaptive procedure for estimating parameters for the nonsymmetric Tchebychev iteration
• Alternative techniques for solving systems of nonlinear equations
• Efficient solution techniques for linear and nonlinear rational expectations models
• How to improve on the convergence rates of a first order scheme
• Multiparameter extrapolation and deflation methods for solving equation systems
• Multiple Shooting in Rational Expectations Models
• On the optimization of an extrapolation method
• Second-order iterations with guaranteed convergence
• Simple and optimal extrapolations for first order iterations
• Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
• Techniques which accelerate the convergence of first order iterations automatically
• The Convergence of Accelerated Overrelaxation Iterations
• The Solution of Linear Difference Models under Rational Expectations
• The Tchebychev iteration for nonsymmetric linear systems
• The optimal solution of the extrapolation problem of a first order scheme

Cited in

(6)

• Solving nonlinear systems of equations with only one nonlinear variable
• Экономичный метод многократного решения расширенных регуляризованных нормальных систем уравнений
• Solving systems of simultaneous equations in economics
• Simple reordering techniques for expanding the convergence radius of first-order iterative techniques
• Equation reordering for iterative processes ? a comment
• Efficient solution techniques for linear and nonlinear rational expectations models

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