Solving intertemporal CGE models in parallel using a singly bordered block diagonal ordering technique

Pham Van Ha and Tom Kompas

Economic Modelling, 2016, vol. 52, issue PA, 3-12

Abstract: The paper introduces a direct ordering method that employs a special feature of an intertemporal Computable General Equilibrium (CGE) model to reorder its first-order partial derivative matrix into a Singly Bordered Block Diagonal (SBBD) form. The matrix can then be decomposed into LU form and solved in parallel. With this method, the numerical results from the paper show a substantial advantage in computational time and memory use for parallel solutions of intertemporal CGE models in comparison to current serial solution methods. A solution for an intertemporal and regional model of the Vietnamese economy is provided as an example and comparator for the different methods.

Keywords: Singly bordered block diagonal ordering; parallel computing; Intertemporal CGE models (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecmode:v:52:y:2016:i:pa:p:3-12

DOI: 10.1016/j.econmod.2015.07.011

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