Solving Nonlinear Dynamic Models on Parallel Computers
介绍一种利用并行计算求解含内生状态变量的离散时间递归系统的算法,并在CRAY X-MP向量处理器和工作站网络上验证其有效性。
This article describes an algorithm that takes advantage of parallel computing to solve discretetime recursive systems that have an endogenous state variable. The algorithm is shown to work well on a CRAY X-MP vector processor as well as on a network of stand-alone workstations that simulates a multiprocessor computer.