Sparse direct methods for model simulation
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Cites work
- scientific article; zbMATH DE number 3865192 (Why is no real title available?)
- scientific article; zbMATH DE number 4213315 (Why is no real title available?)
- scientific article; zbMATH DE number 3976197 (Why is no real title available?)
- Algorithms for solving nonlinear dynamic decision models
- An alternative methodology for solving nonlinear forward-looking models
- Equation reordering for iterative processes ? a comment
- Optimally scaled matrices
- Predicting Structure in Sparse Matrix Computations
- Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
- Sparse Matrices in MATLAB: Design and Implementation
Cited in
(13)- Inexact Newton methods for model simulation
- A sparse nonsymmetric eigensolver for distributed memory architectures
- The use of interval arithmetic in solving a non-linear rational expectation based multiperiod output-inflation process model: the case of the IN/GB method
- A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems
- A distributed block approach to solving near-block-diagonal systems with an application to a large macroeconometric model
- Solving finite difference schemes arising in trivariate option pricing.
- Convergence to a model in sparse-Lagrangian FDF simulations
- Sparse systems in fixed point form
- Dimensionality reduction for regularization of sparse data-driven RANS simulations
- Krylov methods for solving models with forward-looking variables
- Using the generalized Schur form to solve a multivariate linear rational expectations model
- Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems
- Some issues in solving large sparse systems of equations
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