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Title: Parallel Restricted Maximum Likelihood Estimation for Linear Models with a Dense Exogenous Matrix

Journal Article · · Parallel Computing
OSTI ID:15001022

Restricted Maximum Likelihood (REML) estimation of variance-covariance matrices is an optimization procedure that behaves well in the presence of sampling bias and that has both scientific and industrial applications. Parallel algorithms are presented and compared for computing the REML gradient when the covariance matrix is not assumed block diagonal. The implementations presented are based on the Portable Extensible Toolkit for Scientific Computing (PETSc) and can run on any parallel computer supporting MPI.

Research Organization:
Pacific Northwest National Lab., Richland, WA (US)
Sponsoring Organization:
US Department of Energy (US)
DOE Contract Number:
AC06-76RL01830
OSTI ID:
15001022
Report Number(s):
PNNL-SA-34215; TRN: US200401%%314
Journal Information:
Parallel Computing, Vol. 28, Issue 2; Other Information: PBD: 1 Dec 2001
Country of Publication:
United States
Language:
English