Pearson, K.R.; Rimmer, Russell J. - Centre of Policy Studies and Impact Project (COPS), … - 1983
Considers the solution of large systems of linear equations, such as those arising from a large linearized economic model. Recommends (a) that matrix inversion be avoided, in favour of LU methods; and (b) that sparsity in the system be exploited using special computer subroutines. Some examples...