Sparse matrix methods for computable general equilibrium models of the Johansen class
Ken Pearson and
Russell J. Rimmer
Centre of Policy Studies/IMPACT Centre Working Papers from Victoria University, Centre of Policy Studies/IMPACT Centre
Considers the solution of large systems of linear equations, such as those arising from a large linearized economic model. Recommends (a) that matrix inversion be avoided, in favour of LU methods; and (b) that sparsity in the system be exploited using special computer subroutines. Some examples of time savings are tabulated. Please note: The PDF download of this fairly old paper is an optical scan of indifferent, but legible, quality
Keywords: Numerical methods; sparsity; linear systems; imperfect competition; applied general equilibrium models (search for similar items in EconPapers)
JEL-codes: C63 C68 (search for similar items in EconPapers)
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