Message-passing two steps least square algorithms for simultaneous equations models

Authors:
Jose-Juan López-Espín;Domingo Giménez
Affiliations:
Departamento de Estadística, Matemáticas e Informática, Universidad Miguel Hernández, Elche, Spain;Universidad de Murcia, Departamento de Informática y Sistemas, Murcia, Spain
Venue:
PPAM'07 Proceedings of the 7th international conference on Parallel processing and applied mathematics
Year:
2007

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Abstract

The solution of Simultaneous Equations Models in high performance systems is analyzed. Message-passing algorithms for the Twostage Least Squares method are developed. Algorithms are studied theoretically and experimentally. The algorithms make extensive use of basic libraries like BLAS, LAPACK, and ScaLAPACK to obtain efficient and portable versions.