IDEAS home Printed from
   My bibliography  Save this article

Massively Parallel Implementation of the Splitting Equilibration Algorithm


  • Kim, Dae-Shik
  • Nagurney, Anna


In this paper, we describe a massively parallel implementation of the Splitting Equilibration Algorithm using CM FORTRAN on the Thinking Machines CM-2 system. Numerical results using upwards of 32 768 (32 K) processors on the CM-2 system, the Connection Machine, are presented for both input/output and social accounting matrix estimation problems and compared with those obtained for the same problems on the IBM 3090. Our experiences with the relative ease/difficulty of the implementations on these fine-grain parallel architectures are also presented and discussed. Citation Copyright 1993 by Kluwer Academic Publishers.

Suggested Citation

  • Kim, Dae-Shik & Nagurney, Anna, 1993. "Massively Parallel Implementation of the Splitting Equilibration Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 6(3-4), pages 151-161, November.
  • Handle: RePEc:kap:compec:v:6:y:1993:i:3-4:p:151-61

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    References listed on IDEAS

    1. Brock,W.A. & Hommes,C.H., 2001. "Evolutionary dynamics in financial markets with many trader types," Working papers 7, Wisconsin Madison - Social Systems.
    2. C. H. Hommes, 2001. "Financial markets as nonlinear adaptive evolutionary systems," Quantitative Finance, Taylor & Francis Journals, vol. 1(1), pages 149-167.
    3. Gaunersdorfer, A. & Hommes, C.H. & Wagener, F.O.O., 2000. "Bifurcation Routes to Volatility Clustering," CeNDEF Working Papers 00-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    4. Brock, William A. & Hommes, Cars H., 1998. "Heterogeneous beliefs and routes to chaos in a simple asset pricing model," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1235-1274, August.
    5. Brock, W.A. & Hommes, C.H., 1997. "Models of Compelxity in Economics and Finance," Working papers 9706, Wisconsin Madison - Social Systems.
    Full references (including those not matched with items on IDEAS)


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. Nagurney, Anna & Takayama, Takashi & Zhang, Ding, 1995. "Massively parallel computation of spatial price equilibrium problems as dynamical systems," Journal of Economic Dynamics and Control, Elsevier, vol. 19(1-2), pages 3-37.

    More about this item


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:kap:compec:v:6:y:1993:i:3-4:p:151-61. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.