在并行计算机上求解非线性动态模型

Solving Nonlinear Dynamic Models on Parallel Computers

Journal of Business & Economic Statistics · 1993
被引 7
人大 AABS 4

中文导读

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。

Abstract

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.

并行计算非线性动态模型递归系统内生状态变量