Solving intertemporal CGE models in parallel using a singly bordered block diagonal ordering technique

    Research output: Contribution to journalArticle

    Abstract

    The paper introduces a direct ordering method that employs a special feature of an intertemporal Computable General Equilibrium (CGE) model to reorder its first-order partial derivative matrix into a Singly Bordered Block Diagonal (SBBD) form. The matrix can then be decomposed into LU form and solved in parallel. With this method, the numerical results from the paper show a substantial advantage in computational time and memory use for parallel solutions of intertemporal CGE models in comparison to current serial solution methods. A solution for an intertemporal and regional model of the Vietnamese economy is provided as an example and comparator for the different methods.
    Original languageEnglish
    Pages (from-to)3-12
    JournalEconomic Modelling
    Volume52
    Issue numberPart A
    DOIs
    Publication statusPublished - 2016

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