A comparison of error bounds for linear complementarity problems of H-matrices

被引：63

作者：

Garcia-Esnaola, M. ^{[1
]}

Pena, J. M. ^{[1
]}

机构：

[1] Univ Zaragoza, Dept Matemat Aplicada, E-50009 Zaragoza, Spain

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 2010年 / 433卷 / 05期

关键词：

Error bounds; Linear complementarity problems; H-matrices; Strictly diagonally dominant matrices; Condition number; Perturbation bounds; ITERATIVE CRITERION; P-MATRIX; COMPUTATION;

D O I：

10.1016/j.laa.2010.04.024

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We give new error bounds for the linear complementarity problem when the involved matrix is an H-matrix with positive diagonals. We find classes of H-matrices for which the new bounds improve considerably other previous bounds. We also show advantages of these new bounds with respect the computational cost. A new perturbation bound of H-matrices linear complementarity problems is also presented. (C) 2010 Elsevier Inc. All rights reserved.

引用

页码：956 / 964

页数：9

共 16 条

[1] A STABLE METHOD FOR THE LU FACTORIZATION OF M-MATRICES
AHAC, AA
OLESKY, DD
[J]. SIAM JOURNAL ON ALGEBRAIC AND DISCRETE METHODS, 1986, 7 (03): : 368 - 378
[2] A new iterative criterion for H-matrices
Alanelli, M.
Hadjidimos, A.
[J]. SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2007, 29 (01) : 160 - 176
[3] Alfa AS, 2002, NUMER MATH, V90, P401, DOI 10.1007/S002110100289
[4] Alfa AS, 2002, MATH COMPUT, V71, P217, DOI 10.1090/S0025-5718-01-01325-4
[5] [Anonymous], 1994, CLASSICS APPL MATH
[6] PERTURBATION BOUNDS OF P-MATRIX LINEAR COMPLEMENTARITY PROBLEMS
Chen, Xiaojun
Xiang, Shuhuang
[J]. SIAM JOURNAL ON OPTIMIZATION, 2008, 18 (04) : 1250 - 1265
[7] Computation of error bounds for P-matrix linear complementarity problems
Chen, XJ
Xiang, SH
[J]. MATHEMATICAL PROGRAMMING, 2006, 106 (03) : 513 - 525
[8] Cottle R.W., 1992, The Linear Complementarity Problem
[9] Fan K., 1960, Quarterly Journal of Mathematics, V11, P43
[10] Sign consistent linear programming problems
Garcia-Esnaola, M.
Pena, J. M.
[J]. OPTIMIZATION, 2009, 58 (08) : 935 - 946

← 1 2 →