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Parallel Strategies for Computing the Orthogonal Factorizations Used in the Estimation of Econometric Models
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Parallel Strategies for Computing the Orthogonal Factorizations Used in the Estimation of Econometric Models
E. J. Kontoghiorghes1
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Institut d'informatique, Université de Neuchâtel, Rue Emile-Argand 11, CH-2007 Neuchâtel, Switzerland. erricos.kontoghiorghes@info.unine.ch, CH |
Abstract. Parallel strategies based on compound disjoint Givens rotations are proposed for computing the main two factorizations that
are used in the solution of seemingly unrelated regression and simultaneous equations models. The first factorization requires
the triangularization of a set of upper-trapezoidals after deleting columns. The second factorization is equivalent to updating
a lower-triangular matrix with a matrix having a block lower-triangular structure. Theoretical measures of complexity and
examples are used for comparing and investigating the various parallel strategies.
Key words. QR decomposition, Givens rotations, Kronecker products, 3SLS, Parallel algorithms.
Received June 14, 1997; revised January 19, 1998.
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