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Two-step modulus-based matrix splitting iteration method for linear complementarity problems
Zhang, Li-Li
2011-05-01
Source PublicationNUMERICAL ALGORITHMS
ISSN1017-1398
Volume57Issue:1Pages:83-99
AbstractBai has recently presented a modulus-based matrix splitting iteration method, which is a powerful alternative for solving the large sparse linear complementarity problems. In this paper, we further present a two-step modulus-based matrix splitting iteration method, which consists of a forward and a backward sweep. Its convergence theory is proved when the system matrix is an H (+) -matrix. Moreover, for the two-step modulus-based relaxation iteration methods, more exact convergence domains are obtained without restriction on the Jacobi matrix associated with the system matrix, which improve the existing convergence theory. Numerical results show that the two-step modulus-based relaxation iteration methods are superior to the modulus-based relaxation iteration methods for solving the large sparse linear complementarity problems.
KeywordLinear complementarity problem Matrix splitting Iteration method Convergence
DOI10.1007/s11075-010-9416-7
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000289302800006
PublisherSPRINGER
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/12357
Collection中国科学院数学与系统科学研究院
Corresponding AuthorZhang, Li-Li
AffiliationChinese Acad Sci, Acad Math & Syst Sci, State Key Lab Sci Engn Comp, Inst Computat Math & Sci Engn Comp, Beijing 100190, Peoples R China
Recommended Citation
GB/T 7714
Zhang, Li-Li. Two-step modulus-based matrix splitting iteration method for linear complementarity problems[J]. NUMERICAL ALGORITHMS,2011,57(1):83-99.
APA Zhang, Li-Li.(2011).Two-step modulus-based matrix splitting iteration method for linear complementarity problems.NUMERICAL ALGORITHMS,57(1),83-99.
MLA Zhang, Li-Li."Two-step modulus-based matrix splitting iteration method for linear complementarity problems".NUMERICAL ALGORITHMS 57.1(2011):83-99.
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