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A Distributed Block Approach to Solving Near-Block-Diagonal Systems with an Application to a Large Macroeconometric Model

Authors: Faust, Jon; Tryon, Ralph

Source: Computational Economics, November 1995, v. 8, iss. 4, pp. 303-16

Abstract: This paper illustrates some benefits of small-scale distributed processing in solving nearblock-diagonal systems. We review the theoretical advantages of distributed block algorithms and apply such an algorithm to solve a large nonlinear macroeconometric model. For our application, on a four-processor UNIX server, the algorithm achieves a speedup factor of more than 6 over the standard algorithm on a single processor. A speedup factor of about 2 is due to the added efficiency of the block algorithm on a single processor, and the remaining factor of 3 results from distributing the work over four processors.

Descriptors: Construction, Analysis, and Use of Econometric Models (2120) Model Construction and Estimation (C510)

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