Simple reordering techniques for expanding the convergence radius of first-order iterative techniques
From MaRDI portal
Publication:1274213
DOI10.1016/S0165-1889(98)00014-1zbMath0913.90048OpenAlexW2028288445WikidataQ126758668 ScholiaQ126758668MaRDI QIDQ1274213
Laura Piscitelli, Andrew J. Hughes Hallett
Publication date: 12 January 1999
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(98)00014-1
Related Items (5)
A robust method for simulating forward-looking models ⋮ The Gauss-Seidel-quasi-Newton method: a hybrid algorithm for solving dynamic economic models ⋮ Krylov methods for solving models with forward-looking variables ⋮ An algorithm competition: First-order iterations versus Newton-based techniques ⋮ The parametric path method: an alternative to Fair--Taylor and L--B--J for solving perfect foresight models.
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Iterative techniques for solving simultaneous equation systems: A view from the economics literature
- Efficient solution techniques for linear and nonlinear rational expectations models
- Krylov methods for solving models with forward-looking variables
- An algorithm competition: First-order iterations versus Newton-based techniques
- A new convergence theorem for successive overrelaxation iterations
- Hybrid algorithms with automatic switching for solving nonlinear equation systems
- Simple and optimal extrapolations for first order iterations
- The Convergence of Accelerated Overrelaxation Iterations
- On an Approach to Techniques for the Analysis of the Structure of Large Systems of Equations
This page was built for publication: Simple reordering techniques for expanding the convergence radius of first-order iterative techniques