Ej. Kontoghiorghes, Parallel strategies for computing the orthogonal factorizations used in the estimation of econometric models, ALGORITHMIC, 25(1), 1999, pp. 58-74
Parallel strategies based on compound disjoint Givens rotations are propose
d for computing the main two factorizations that are used in the solution o
f seemingly unrelated regression and simultaneous equations models. The fir
st factorization requires the triangularization of a set of upper-trapezoid
als after deleting columns. The second factorization is equivalent to updat
ing a lower-triangular matrix with a matrix having a block lower-triangular
structure. Theoretical measures of complexity and examples are used for co
mparing and investigating the various parallel strategies.