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

被引：57
|
作者：
Edalatpour, Vahid [1 ]
Hezari, Davod [1 ]
Salkuyeh, Davod Khojasteh [1 ]
机构：
[1] Univ Guilan, Fac Math Sci, Rasht, Iran
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2017年 / 293卷
关键词：
Absolute value equation; Gauss Seidel iteration; H-matrix; Preconditioned system; Convergence; OPTIMAL ERROR-CORRECTION;
D O I：
10.1016/j.amc.2016.08.020
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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 - vertical bar x vertical bar = b where A is an element of R-nxn and b is an element of R-n 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. (C) 2016 Elsevier Inc. All rights reserved.
引用
收藏
页码：156 / 167
页数：12
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