The relaxed nonlinear PHSS-like iteration method for absolute value equations

被引:26
作者
Zhang, Jian-Jun [1 ]
机构
[1] Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China
关键词
Absolute value equations; HSS; Semismooth; Positive definite; System of weakly nonlinear equations; HERMITIAN SPLITTING METHODS; MONOTONE CONVERGENCE; SYSTEMS;
D O I
10.1016/j.amc.2015.05.018
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Finding the solution of the absolute value equation (AVE) Ax - vertical bar x vertical bar = b has attracted much attention in recent years. In this paper, we propose a relaxed nonlinear PHSS-like iterative method, which is more efficient than the Picard-HSS iterative method for the AVE, and is a generalization of the nonlinear HSS-like iteration method for the AVE. By using the theory of nonsmooth analysis, we prove the convergence of the relaxed nonlinear PHSS-like iterative method for the AVE. Numerical experiments are given to demonstrate the feasibility, robustness and effectiveness of the relaxed nonlinear HSS-like method. (C) 2015 Elsevier Inc. All rights reserved.
引用
收藏
页码:266 / 274
页数:9
相关论文
共 39 条
  • [1] A globally convergent Newton-GMRES method for large sparse systems of nonlinear equations
    An, Heng-Bin
    Bai, Zhong-Zhi
    [J]. APPLIED NUMERICAL MATHEMATICS, 2007, 57 (03) : 235 - 252
  • [2] An Hengbin, 2005, Mathematica Numerica Sinica, V27, P151
  • [3] Bai Z.-Z., 2010, LINEAR ALGEBRA APPL, V6, P917
  • [4] On inexact Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems
    Bai, Zhong-Zhi
    Golub, Gene H.
    Ng, Michael K.
    [J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 2008, 428 (2-3) : 413 - 440
  • [5] Bai ZZ, 2006, MATH COMPUT, V76, P287
  • [6] Modulus-based synchronous multisplitting iteration methods for linear complementarity problems
    Bai, Zhong-Zhi
    Zhang, Li-Li
    [J]. NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS, 2013, 20 (03) : 425 - 439
  • [7] Modified HSS iteration methods for a class of complex symmetric linear systems
    Bai, Zhong-Zhi
    Benzi, Michele
    Chen, Fang
    [J]. COMPUTING, 2010, 87 (3-4) : 93 - 111
  • [8] On HSS-based iteration methods for weakly nonlinear systems
    Bai, Zhong-Zhi
    Yang, Xi
    [J]. APPLIED NUMERICAL MATHEMATICS, 2009, 59 (12) : 2923 - 2936
  • [9] Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite linear systems
    Bai, ZZ
    Golub, GH
    Pan, JY
    [J]. NUMERISCHE MATHEMATIK, 2004, 98 (01) : 1 - 32
  • [10] The monotone convergence rate of the parallel nonlinear AOR method
    Bai, ZZ
    [J]. COMPUTERS & MATHEMATICS WITH APPLICATIONS, 1996, 31 (07) : 1 - 8