A generalization of the Gauss-Seidel iteration method for solving absolute value equations

被引:58
作者
Edalatpour, Vahid [1 ]
Hezari, Davod [1 ]
Salkuyeh, Davod Khojasteh [1 ]
机构
[1] Univ Guilan, Fac Math Sci, Rasht, Iran
关键词
Absolute value equation; Gauss Seidel iteration; H-matrix; Preconditioned system; Convergence; OPTIMAL ERROR-CORRECTION;
D O I
10.1016/j.amc.2016.08.020
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Based on the Gauss-Seidel splitting, we present a new matrix splitting iteration method, called generalized Gauss-Seidel (GGS) iteration method, for solving the large sparse absolute value equation (AVE) Ax - vertical bar x vertical bar = b where A is an element of R-nxn and b is an element of R-n and investigate its convergence properties. Moreover, by preconditioning AVE, a preconditioned variant of the GGS (PGGS) method is presented. Numerical experiments illustrate the efficiency of both GGS and PGGS iterations. (C) 2016 Elsevier Inc. All rights reserved.
引用
收藏
页码:156 / 167
页数:12
相关论文
共 18 条
[1]  
[Anonymous], 1968, Linear Algebra and its Applications, DOI DOI 10.1016/0024-3795(68)90052-9
[2]  
[Anonymous], 1996, Iterative Solution Methods
[3]  
[Anonymous], 1988, Linear Complementarity, Linear and Nonlinear Programming
[4]  
[Anonymous], 2002, Matrices: Theory and Applications
[5]  
[Anonymous], 1962, Matrix Iterative Analysis
[6]  
[Anonymous], 2003, ITERATIVE METHODS SP, DOI DOI 10.1137/1.9780898718003
[7]   Modulus-based matrix splitting iteration methods for linear complementarity problems [J].
Bai, Zhong-Zhi .
NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS, 2010, 17 (06) :917-933
[8]   NP-COMPLETENESS OF THE LINEAR COMPLEMENTARITY-PROBLEM [J].
CHUNG, SJ .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1989, 60 (03) :393-399
[9]  
Elliot C.M., 1982, Weak and Variational Methods for Moving Boundary Problems
[10]   Optimal error correction of the absolute value equation using a genetic algorithm [J].
Ketabchi, Saeed ;
Moosaei, Hossein ;
Fallahi, Saeed .
MATHEMATICAL AND COMPUTER MODELLING, 2013, 57 (9-10) :2339-2342