Parallel strategies for computing the orthogonal factorizations used in the estimation of econometric models

Citation
Ej. Kontoghiorghes, Parallel strategies for computing the orthogonal factorizations used in the estimation of econometric models, ALGORITHMIC, 25(1), 1999, pp. 58-74
Citations number
39
Categorie Soggetti
Engineering Mathematics
Journal title
ALGORITHMICA
ISSN journal
01784617 → ACNP
Volume
25
Issue
1
Year of publication
1999
Pages
58 - 74
Database
ISI
SICI code
0178-4617(199909)25:1<58:PSFCTO>2.0.ZU;2-Z
Abstract
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.