Modulus-based matrix splitting methods for horizontal linear complementarity problems

In this paper, we extend modulus-based matrix splitting iteration methods to horizontal linear complementarity problems. We consider both standard and accelerated methods and analyze their convergence. In this context, we also generalize existing results on modulus-based matrix splitting iteration m...

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Vydáno v:Numerical algorithms Ročník 83; číslo 1; s. 201 - 219
Hlavní autoři: Mezzadri, Francesco, Galligani, Emanuele
Médium: Journal Article
Jazyk:angličtina
Vydáno: New York Springer US 01.01.2020
Springer Nature B.V
Témata:
Algebra
Algorithms
Computer Science
Iterative methods
Mathematical analysis
Matrices (mathematics)
Numeric Computing
Numerical Analysis
Numerical methods
Original Paper
Splitting
Theory of Computation
Horizontal complementarity problems
Modulus-based methods
Matrix splitting
ISSN:1017-1398, 1572-9265
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Shrnutí:In this paper, we extend modulus-based matrix splitting iteration methods to horizontal linear complementarity problems. We consider both standard and accelerated methods and analyze their convergence. In this context, we also generalize existing results on modulus-based matrix splitting iteration methods for (non-horizontal) linear complementarity problems. Lastly, we analyze the proposed methods by numerical experiments involving both symmetric and non-symmetric matrices.
Bibliografie:ObjectType-Article-1
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ISSN:1017-1398
1572-9265
DOI:10.1007/s11075-019-00677-y