A general modulus-based matrix splitting method for linear complementarity problems of H-matrices

doi:10.1016/j.aml.2013.06.015

Applied Mathematics Letters

Volume 26, Issue 12, December 2013, Pages 1159-1164

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Abstract

In this paper, we extend the modulus-based matrix splitting iteration method to more general cases, and then present convergence analysis when the system matrix $A$ is an $H_{+}$ -matrix. Our result always improves some existing ones.

Keywords

Linear complementarity problem

Modulus-based iteration method

Splitting

H

-matrix

Convergence

Norm