Vector and parallel computing for matrix balancing

Estimating the entries of a large matrix to satisfy a set of internal consistency relations is a problem with several applications in economics, urban and regional planning, transportation, statistics and other areas. It is known as theMatrix Balancing Problem. Matrix balancing applications arising from the estimation of telecommunication or transportation traffic and from multi-regional trade flows give rise to huge optimization problems. In this report, we show that the RAS algorithm can be specialized for vector and parallel computing and used for the solution of very large problems. The algorithm is specialized for vector computations on a CRAY X-MP and is parallelized on an Alliant FX/8. A variant of the algorithm — developed here for its potential parallelism — turns out to be more efficient than the original algorithm even when implemented serially. We use the algorithms to estimate disaggregated input/output tables and a multi-regional trade flow table of the U.S. The larger problem solved has approximately 12 000 constraints and over 370 000 nonlinear variables. This is the first of two papers that aim at the solution of very large matrix balancing problems. Zenios [20] is using the same algorithm for the same models on a massively parallel Connection Machine CM-2.Research partially supported by NSF grants ECS-8718971 and CCR-8811135, and AFOSR grant 89-0145. Computing resources were made available through the ACRF at Argonne National Laboratory and CRAY Research, Inc.