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Parallel Algorithms for Linear Models: Numerical Methods and Estimation Problems

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  • (929207)
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eBay item number:364695692335
Last updated on 30 Sep, 2024 05:05:32 AESTView all revisionsView all revisions

Item specifics

Condition
Brand new: A new, unread, unused book in perfect condition with no missing or damaged pages. See the ...
ISBN-13
9780792377207
Book Title
Parallel Algorithms for Linear Models
ISBN
9780792377207
Subject Area
Mathematics, Business & Economics
Publication Name
Parallel Algorithms for Linear Models : Numerical Methods and Estimation Problems
Publisher
Springer
Item Length
9.3 in
Subject
Probability & Statistics / General, Econometrics, Statistics
Publication Year
2000
Series
Advances in Computational Economics Ser.
Type
Textbook
Format
Hardcover
Language
English
Author
Erricos John Kontoghiorghes
Item Weight
37 Oz
Item Width
6.1 in
Number of Pages
Xvii, 183 Pages

About this product

Product Identifiers

Publisher
Springer
ISBN-10
0792377206
ISBN-13
9780792377207
eBay Product ID (ePID)
1844571

Product Key Features

Number of Pages
Xvii, 183 Pages
Language
English
Publication Name
Parallel Algorithms for Linear Models : Numerical Methods and Estimation Problems
Subject
Probability & Statistics / General, Econometrics, Statistics
Publication Year
2000
Type
Textbook
Subject Area
Mathematics, Business & Economics
Author
Erricos John Kontoghiorghes
Series
Advances in Computational Economics Ser.
Format
Hardcover

Dimensions

Item Weight
37 Oz
Item Length
9.3 in
Item Width
6.1 in

Additional Product Features

Intended Audience
Scholarly & Professional
LCCN
99-056040
Dewey Edition
21
Series Volume Number
15
Number of Volumes
1 vol.
Illustrated
Yes
Dewey Decimal
519.5/35
Table Of Content
1. Linear Models and QR Decomposition.- 1 Introduction.- 2 Linear model specification.- 3 Forming the QR decomposition.- 4 Data parallel algorithms for computing the QR decomposition.- 5 QRD of large and skinny matrices.- 6 QRD of a set of matrices.- 2. Olm Not of Full Rank.- 1 Introduction.- 2 The QLD of the coefficient matrix.- 3 Triangularizing the lower trapezoid.- 4 Computing the orthogonal matrices.- 5 Discussion.- 3. Updating and Downdating The Olm.- 1 Introduction.- 2 Adding observations.- 3 Adding exogenous variables.- 4 Deleting observations.- 5 Deleting exogenous variables.- 4. The General Linear Model.- 1 Introduction.- 2 Parallel algorithms.- 3 Implementation and performance analysis.- 5. Sure Models.- 1 Introduction.- 2 The generalized linear least squares method.- 3 Triangular SURE models.- 4 Covariance restrictions.- 6. Simultaneous Equations Models.- 1 Generalized linear least squares.- 2 Modifying the SEM.- 3 Linear Equality Constraints.- 4 Computational Strategies.- References.- Author Index.
Synopsis
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.
LC Classification Number
HB139-141

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