A preconditioned two-step modulus-based matrix splitting iteration method for linear complementarity problem

Ping-Fan Dai, Jicheng Li, Jianchao Bai and Jinming Qiu

Applied Mathematics and Computation, 2019, vol. 348, issue C, 542-551

Abstract: In this paper, a preconditioned two-step modulus-based matrix splitting iteration method for linear complementarity problems associated with an M-matrix is proposed. The convergence analysis of the presented method is given. In particular, we provide a comparison theorem between preconditioned two-step modulus-based Gauss–Seidel (PTMGS) iteration method and two-step modulus-based Gauss–Seidel (TMGS) iteration method, which shows that PTMGS method improves the convergence rate of original TMGS method for linear complementarity problem. Numerical tested examples are used to illustrate the theoretical analysis.

Keywords: Linear complementarity problems; Preconditioning; Two-step modulus-based method (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:348:y:2019:i:c:p:542-551

DOI: 10.1016/j.amc.2018.12.012

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