Optimal parameter of the SOR-like iteration method for solving absolute value equations.

The SOR-like iteration method for solving the system of absolute value equations of finding a vector x such that A x - | x | - b = 0 with ν = ‖ A - 1 ‖ 2 < 1 is investigated. The convergence conditions of the SOR-like iteration method proposed by Ke and Ma (Appl. Math. Comput., 311:195–202, 2017) are revisited and a new proof is given, which exhibits some insights in determining the convergent region and the optimal iteration parameter. Along this line, the optimal parameter which minimizes ‖ T ν (ω) ‖ 2 with T ν (ω) = | 1 - ω | ω 2 ν | 1 - ω | | 1 - ω | + ω 2 ν and the approximate optimal parameter which minimizes an upper bound of ‖ T ν (ω) ‖ 2 are explored. The optimal and approximate optimal parameters are iteration-independent, and the bigger value of ν is, the smaller convergent region of the iteration parameter ω is. Numerical results are presented to demonstrate that the SOR-like iteration method with the optimal parameter is superior to that with the approximate optimal parameter proposed by Guo et al. (Appl. Math. Lett., 97:107–113, 2019). [ABSTRACT FROM AUTHOR]