SOR-like iteration method for solving absolute value equations

被引：94

作者：

Ke, Yi-Fen

Ma, Chang-Feng ^{[1
]}

机构：

[1] Fujian Normal Univ, Sch Math & Comp Sci, Fuzhou 350117, Peoples R China

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2017年 / 311卷

关键词：

Absolute value equations; SOR-like method; Matrix splitting; Convergence analysis; GENERALIZED NEWTON METHOD; CONVERGENCE;

D O I：

10.1016/j.amc.2017.05.035

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we propose an SOR-like iteration method for solving the absolute value equation (AVE), which is obtained by reformulating equivalently the AVE as a two-by-two block nonlinear equation. The convergence results of the proposed iteration method are proved under certain assumptions imposed on the involved parameter. Numerical experiments are given to demonstrate the feasibility, robustness and effectiveness of the SOR-like iteration method. (C) 2017 Elsevier Inc. All rights reserved.

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页码：195 / 202

页数：8

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