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Modulus-based matrix splitting iteration methods for linear complementarity problems

✍ Scribed by Zhong-Zhi Bai

Publisher: John Wiley and Sons
Year: 2010
Tongue: English
Weight: 133 KB
Volume: 17
Category: Article
ISSN: 1070-5325
DOI: 10.1002/nla.680

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✦ Synopsis

For the large sparse linear complementarity problems, by reformulating them as implicit fixed-point equations based on splittings of the system matrices, we establish a class of modulus-based matrix splitting iteration methods and prove their convergence when the system matrices are positive-definite matrices and H + -matrices. These results naturally present convergence conditions for the symmetric positive-definite matrices and the M-matrices. Numerical results show that the modulus-based relaxation methods are superior to the projected relaxation methods as well as the modified modulus method in computing efficiency.

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