Search

In this paper, we focus on solving the generalized absolute value equations (GAVE). We present a new method named as modulus-based block triangular splitting iteration (MBTS) method based on the block matrix structure resulting from the transformation of the GAVE into two equations. This method is developed by decomposing the matrix into diagonal and triangular matrices, as well as applying a series of suitable combination and modification techniques. The advantage of the MBTS method is that it is not necessary to solve the inverse of the coefficient matrix of the linear equation system during each iteration, which greatly improves the computational speed and reduces its storage requirements. In addition, we present some convergent theorems proving by different techniques and the estimate of the required number of iteration steps. Furthermore, in the accompanying corollaries, we provide some estimations for choosing appropriate parameter values. Finally, we validated the effectiveness and efficiency of our newly developed method through two numerical examples of the GAVE. [ABSTRACT FROM AUTHOR]

Newton-type methods have been successfully applied to solve the absolute value equation Ax − |x| = b (denoted by AVE). This class of methods usually solves a system of linear equations exactly in each iteration. However, for large-scale AVEs, solving the corresponding system exactly may be expensive. In this paper, we propose an inexact Newton-type method for solving the AVE. In each iteration, the proposed method solves the corresponding system only approximately. Moreover, it adopts a new line search technique, which is well-defined and easy to implement. We prove that the proposed method has global and local superlinear convergence under the condition that the interval matrix [A − I, A + I] is regular. This condition is much weaker than those used in some Newton-type methods. Numerical results show that our method has fairly good practical efficiency for solving large-scale AVEs. [ABSTRACT FROM AUTHOR]

Let M n be the space of real matrices of order n. The sign-real spectral radius ξ : M n → R + , introduced in a 1997 paper by S.M. Rump, intervenes for instance in the problem of estimating the componentwise distance to singularity. The function ξ has also a bearing in the analysis of generalized absolute value equations and linear complementarity problems. Although ξ is not a norm, it is at least absolutely homogeneous and continuous. Furthermore, ξ is invariant under transposition, permutation similarity, and a few other linear isomorphisms on M n. A matrix A ∈ M n is called sign-real expansive if ξ (A) ≥ 1. Let Ω n be the set of such matrices. The purpose of this work is to discover new properties of the function ξ and to explore in detail the structure of the set Ω n. [ABSTRACT FROM AUTHOR]