Journal article

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

Van Ha Pham, Tom Kompas

Economic Modelling | ELSEVIER SCIENCE BV | Published : 2016

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.

University of Melbourne Researchers