Research Catalog

Title

Parallel algorithms for linear models : numerical methods and estimation problems / by Erricos John Kontoghiorghes.

Author

Kontoghiorghes, Erricos John.

Publication

Boston : Kluwer Academic, ©2000.

Items in the Library & Off-site

Details

Description

xvii, 182 pages : illustrations; 25 cm.

Summary

• "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 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."--Jacket.

Series Statement

Advances in computational economics ; v. 15

Uniform Title

Advances in computational economics ; v. 15.

Subject

• Linear models (Statistics) > Data processing
• Parallel algorithms
• Lineaire modellen
• Dataprocessing
• Algoritmen

Bibliography (note)

• Includes bibliographical references (p. [163]-175) and indexes.

Contents

1. Linear Models and QR Decomposition. Linear model specification. Forming the QR decomposition. Data parallel algorithms for computing the QR decomposition. QRD of large and skinny matrices. QRD of a set of matrices -- 2. OLM Not of Full Rank. The QLD of the coefficient matrix. Triangularizing the lower trapezoid. Computing the orthogonal matrices. Discussion -- 3. Updating and Downdating the OLM. Adding observations. Adding exogenous variables. Deleting observations. Deleting exogenous variables -- 4. The General Linear Model. Parallel algorithms. Implementation and performance analysis -- 5. Sure Models. The generalized linear least squares method. Triangular SURE models. Covariance restrictions -- 6. Simultaneous Equations Models.

ISBN

• 0792377206
• 9780792377207

LCCN

99056040

OCLC

• ocm42753455
• 42753455
• SCSB-962888

Owning Institutions

Princeton University Library