On convergence of two-stage splitting methods for linear complementarity problems

被引:13
|
作者
Jiang, MQ [1 ]
Dong, JL [1 ]
机构
[1] Soochow Univ, Inst Math Sci, Suzhou 215006, Jiangsu, Peoples R China
关键词
linear complementarity problem; H-matrix; two-stage splitting method; convergence theory;
D O I
10.1016/j.cam.2004.11.018
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we study the splitting method and two-stage splitting method for the linear complementarity problems. Convergence results for these two methods are presented when the system matrix is an H-matrix and the splittings used are H-splitting. Numerical experiments show that the two-stage splitting method has the same or even better numerical performance than the splitting method in some aspects under certain conditions. (c) 2004 Elsevier B.V. All rights reserved.
引用
收藏
页码:58 / 69
页数:12
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