Parallel Algorithms for Linear Models: Numerical Methods and Estimation Problems: 15 - Brossura

Kontoghiorghes, Erricos

 
9781461370642: Parallel Algorithms for Linear Models: Numerical Methods and Estimation Problems: 15

Sinossi

Parallel Algorithms for Linear Models provides a complete and detailed account of the design, analysis and implementation of parallel algorithms for solving large-scale linear models. It investigates and presents efficient, numerically stable algorithms for computing the least-squares estimators and other quantities of interest on massively parallel systems.
The monograph is in two parts. The first part consists of four chapters and deals with the computational aspects for solving linear models that have applicability in diverse areas. The remaining two chapters form the second part, which concentrates on numerical and computational methods for solving various problems associated with seemingly unrelated regression equations (SURE) and simultaneous equations models.
The practical issues of the parallel algorithms and the theoretical aspects of the numerical methods will be of interest to a broad range of researchers working in the areas of numerical and computational methods in statistics and econometrics, parallel numerical algorithms, parallel computing and numerical linear algebra. The aim of this monograph is to promote research in the interface of econometrics, computational statistics, numerical linear algebra and parallelism.

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Contenuti

List of Figures. List of Tables. List of Algorithms. Preface. 1. Linear Models and QR Decomposition. 2. OLM Not of Full Rank. 3. Updating and Downdating the OLM. 4. The General Linear Model. 6. Simultaneous Equations Models. References. Author Index. Subject Index.

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Altre edizioni note dello stesso titolo

9780792377207: Parallel Algorithms for Linear Models: Numerical Methods and Estimation Problems: 15

Edizione in evidenza

ISBN 10:  0792377206 ISBN 13:  9780792377207
Casa editrice: Kluwer Academic Pub, 2000
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