Two-step modulus-based matrix splitting iteration method for linear complementarity problems

被引：1
作者：
Li-Li Zhang
机构：
[1] Academy of Mathematics and Systems Science,State Key Laboratory of Scientific/Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing
[2] Chinese Academy of Sciences,undefined
来源：
Numerical Algorithms | 2011年 / 57卷
关键词：
Linear complementarity problem; Matrix splitting; Iteration method; Convergence;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Bai has recently presented a modulus-based matrix splitting iteration method, which is a powerful alternative for solving the large sparse linear complementarity problems. In this paper, we further present a two-step modulus-based matrix splitting iteration method, which consists of a forward and a backward sweep. Its convergence theory is proved when the system matrix is an H + -matrix. Moreover, for the two-step modulus-based relaxation iteration methods, more exact convergence domains are obtained without restriction on the Jacobi matrix associated with the system matrix, which improve the existing convergence theory. Numerical results show that the two-step modulus-based relaxation iteration methods are superior to the modulus-based relaxation iteration methods for solving the large sparse linear complementarity problems.
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页码：83 / 99
页数：16
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