A generalization of the Gauss–Seidel iteration method for solving absolute value equations

Vahid Edalatpour, Davod Hezari and Davod Khojasteh Salkuyeh

Applied Mathematics and Computation, 2017, vol. 293, issue C, 156-167

Abstract: Based on the Gauss–Seidel splitting, we present a new matrix splitting iteration method, called generalized Gauss–Seidel (GGS) iteration method, for solving the large sparse absolute value equation (AVE) Ax−|x|=b where A∈Rn×n and b∈Rn and investigate its convergence properties. Moreover, by preconditioning AVE, a preconditioned variant of the GGS (PGGS) method is presented. Numerical experiments illustrate the efficiency of both GGS and PGGS iterations.

Keywords: Absolute value equation; Gauss–Seidel iteration; H-matrix; Preconditioned system; Convergence (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:293:y:2017:i:c:p:156-167

DOI: 10.1016/j.amc.2016.08.020

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