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How to improve MAOR method convergence area for linear complementarity problems

Authors :
Sanja Rapajić
Ljiljana Cvetković
Source :
Applied Mathematics and Computation. 162:577-584
Publication Year :
2005
Publisher :
Elsevier BV, 2005.

Abstract

The linear complementarity problem can be solved by modified AOR method given in [Appl. Math. Comput. 140 (2003) 53]. In the same paper the convergence was proved for the H-matrix case, using the estimation of spectral radius of corresponding matrix. In this paper we present the other possibility for obtaining convergence result. We use the estimation of maximum norm, and surprisingly, obtain convergence area which can be better. First, we consider SDD (strictly diagonally dominant) matrix case, and after that H-matrix case.

Details

ISSN :
00963003
Volume :
162
Database :
OpenAIRE
Journal :
Applied Mathematics and Computation
Accession number :
edsair.doi...........4a3b157145e66946dc86adf44f724a5f
Full Text :
https://doi.org/10.1016/j.amc.2003.12.108