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Modified modulus‐based matrix splitting iteration methods for linear complementarity problems
Author(s) -
Xu Weiwei
Publication year - 2015
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.1985
Subject(s) - mathematics , linear complementarity problem , modulus , complementarity (molecular biology) , matrix (chemical analysis) , matrix splitting , convergence (economics) , iterative method , mixed complementarity problem , mathematical optimization , algorithm , symmetric matrix , state transition matrix , nonlinear system , eigenvalues and eigenvectors , geometry , physics , materials science , quantum mechanics , biology , economics , composite material , genetics , economic growth
Summary For solving the large sparse linear complementarity problems, we establish modified modulus‐based matrix splitting iteration methods and present the convergence analysis when the system matrices are H + ‐matrices. The optima of parameters involved under some scopes are also analyzed. Numerical results show that in computing efficiency, our new methods are superior to classical modulus‐based matrix splitting iteration methods under suitable conditions. Copyright © 2015 John Wiley & Sons, Ltd.