Abstract
The solution of Simultaneous Equations Models in high performance systems is analyzed. Message-passing algorithms for the Two-stage Least Squares method are developed. Algorithms are studied theoretically and experimentally. The algorithms make extensive use of basic libraries like BLAS, LAPACK, and ScaLAPACK to obtain efficient and portable versions.
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López-Espín, JJ., Giménez, D. (2008). Message-Passing Two Steps Least Square Algorithms for Simultaneous Equations Models. In: Wyrzykowski, R., Dongarra, J., Karczewski, K., Wasniewski, J. (eds) Parallel Processing and Applied Mathematics. PPAM 2007. Lecture Notes in Computer Science, vol 4967. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-68111-3_14
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DOI: https://doi.org/10.1007/978-3-540-68111-3_14
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-68105-2
Online ISBN: 978-3-540-68111-3
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