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
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
收藏
页码:956 / 964
页数:9
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