numerical methods in economics kenneth Judd

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1、title:author:publisher:isbn10

2、asin:printisbn13:ebookisbn13:language:subjectpublicationdate:lcc:ddc:subject:coverPageiiiNumericalMethodsinEconomicsKennethL.JuddTheMITPressCambridge,MassachusettsLondon,Englandpage_iiiPageiv©1998MassachusettsInstituteofTechnologyAllrightsr

3、eserved.Nopartofthisbookmaybereproducedinanyformbyanyelectronicormechanicalmeans(includingphotocopying,recording,orinformationstorageandretrieval)withoutpermissioninwritingfromthepublisher.ThisbookwassetinTimesNewRomanontheMonotype"PrismPlus"PostScriptImagesetterbyAscoT

4、radeTypesettingLtd.,HongKong.PrintedandboundintheUnitedStatesofAmerica.LibraryofCongressCataloging-in-PublicationDataJudd,KennethL.Numericalmethodsineconomics/KennethL.Judd.p.cm.Includesbibliographicalreferences(p.)andindex.ISBN0-262-10071-1(hc)1.EconomicStatisticalmeth

5、ods.I.TitleHB137.J831998330'.01'5195dc2198-13591CIPpage_ivPagevDedicatedtothememoryofJoyceLewisJuddpage_vPageviiCONTENTSPrefacexvI1Introduction13Introduction31.1WhatEconomistsCanCompute61.2RolesofComputationinEconomicAnalysis131.3ComputationinScience151.4FutureofComputi

6、ng171.5ObjectivesandNatureofThisBook201.6BasicMathematics,Notation,andTerminology251.7SoftwareandSupplementalMaterial261.8FurtherReading27Exercises229ElementaryConceptsinNumericalAnalysis292.1ComputerArithmetic312.2ComputerProcessingandAlgorithms332.3EconomicsofComputat

7、ion342.4EfficientPolynomialEvaluation352.5EfficientComputationofDerivatives392.6DirectversusIterativeMethods392.7Error:TheCentralProblemofNumericalMathematics412.8MakingInfiniteSequencesFinite442.9MethodsofApproximation452.10EvaluatingtheErrorintheFinalResult482.11Compu

8、tationalComplexity502.12FurtherReadingandSummary50ExercisesII53BasicsfromNumericalAnalysisonRn355LinearEquationsandIterativeMethods553.1GaussianElimination,LUDecomposition583.2AlternativeMethods613.3BandedSparseMatrixMethods623.4GeneralSparseMatrixMethodspage_viiPagevii

9、i663.5ErrorAnalysis703.6IterativeMethods753.7OperatorSplittingApproach773.8ConvergenceofIterativeSchemes783.9A