dot-sfcr_gauss_seidel: Gauss Seidel algorithm
In sfcr: Simulate Stock-Flow Consistent Models

Description Usage Arguments Details Author(s)

Gauss Seidel algorithm

1	.sfcr_gauss_seidel(m, equations, periods, max_ite, tol)

`m`	The initialized matrix obtained with `.make_matrix()`.
`equations`	Prepared equations with `.prep_equations()`.
`periods`	Total number of rows (periods) in the model.
`max_ite`	Maximum number of iterations allowed per block per period.
`tol`	Tolerance accepted to determine convergence.

This algorithm simulates the model by recursion by using nested for loops. At each round of iteration, the values calculated are compared to the previous values. If the difference is below a tolerance value set by the user, the round of calculations have converged and the algorithm jump to the next block of equations.

The algorithm modifies a matrix in place to optimize its performance.

João Macalós

sfcr documentation built on Oct. 11, 2021, 9:09 a.m.