Some issues in solving large sparse systems of equations
type: Item
instance of: scholarly article
title: Some issues in solving large sparse systems of equations
zbMATH Open document ID: 0707.65034
DOI: 10.1016/0165-1889(90)90024-B
author: F. J. Henk Don
publication date: 1990-01-01T00:00:00Z
review text: The author discusses some problems concerning the solution of large sparse systems of equations. They are argued to be solved efficiently if the equations are ordered in such a way that the set of feedback variables is small. Questions of applying the technology for reordering the equations when the presented systems are solved are discussed. These results can be applied to econometric models which are described by non normalized equations, implicit equations and vector equations. It is proved that a good normalization does not always exist (even if a bad one does). Note, that one can rewrite the system in an alternative (but mathematically equivalent) way which allows a good normalization. In spite of its large size the systems can often be solved efficiently by a Newton-type algorithm. It is noted that this procedure can be used to enchance the convergence of the Gauss-Seidel algorithm. Numerical examples are presented.
Mathematics Subject Classification ID: 65H10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 4162160
zbMATH Keywords: large sparse systems
zbMATH Keywords: feedback variables
zbMATH Keywords: reordering
zbMATH Keywords: econometric models
zbMATH Keywords: normalization
zbMATH Keywords: Newton-type algorithm
zbMATH Keywords: convergence
zbMATH Keywords: Gauss-Seidel algorithm
zbMATH Keywords: Numerical examples
MaRDI profile type: MaRDI publication profile
cites work: Remarks on implementation of O ( n 1/2 τ) assignment algorithms
cites work: Q3914718
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cites work: Four Alternative Policies to Restore Balance of Payments Equilibrium
full work available at URL: 0165-1889(90)90024-b
OpenAlex ID: W1989565115
published in: Journal of Economic Dynamics and Control
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description: scientific article; zbMATH DE number 4162160