A preconditioned general two-step modulus-based matrix splitting iteration method for linear complementarity problems of H+-matrices

In this paper, we present a preconditioned general two-step modulus-based iteration method to solve a class of linear complementarity problems. Its convergence theory is proved when the system matrix A is an H + -matrix by using classical and new results from the theory of splitting. Numerical exper...

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Bibliographic Details
Published in:Numerical algorithms 2019-11, Vol.82 (3), p.969-986
Main Authors: Ren, Huan, Wang, Xiang, Tang, Xiao-Bin, Wang, Teng
Format: Article
Language:English
Subjects:
Algebra
Algorithms
Computer Science
Iterative methods
Mathematical analysis
Methods
Numeric Computing
Numerical Analysis
Original Paper
Splitting
Theory of Computation
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Summary:In this paper, we present a preconditioned general two-step modulus-based iteration method to solve a class of linear complementarity problems. Its convergence theory is proved when the system matrix A is an H + -matrix by using classical and new results from the theory of splitting. Numerical experiments show that the proposed methods are superior to the existing methods in actual implementation.
ISSN:1017-1398
1572-9265
DOI:10.1007/s11075-018-0637-5