4.5 Article

Modulus-based matrix splitting iteration methods for linear complementarity problems

Journal

NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS
Volume 17, Issue 6, Pages 917-933

Publisher

WILEY
DOI: 10.1002/nla.680

Keywords

linear complementarity problem; matrix splitting; iteration method; convergence

Funding

  1. National Basic Research Program [2005CB321702]
  2. National Outstanding Young Scientist Foundation [10525102]

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For the large sparse linear complementarity problems, by reformulating them as implicit fixed-point equations based on splittings of the system matrices, we establish a class of modulus-based matrix splitting iteration methods and prove their convergence when the system matrices are positive-definite matrices and H+-matrices. These results naturally present convergence conditions for the symmetric positive-definite matrices and the M-matrices. Numerical results show that the modulus-based relaxation methods are superior to the projected relaxation methods as well as the modified modulus method in computing efficiency. Copyright (C) 2009 John Wiley & Sons, Ltd.

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