Convergence of SAOR Method for the Linear Complementarity Problems
Автор: Xian-li Han, Dong-jin Yuan, Shan Jiang
Журнал: International Journal of Engineering and Manufacturing(IJEM) @ijem
Статья в выпуске: 4 vol.2, 2012 года.
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In this paper we apply an iterative method, the SAOR method for solving the linear complementarity problem, and some sufficient conditions for the convergence of the new method are presented when the system matrix M is an M-matrix. Moreover when M is an L-matrix, we discuss the monotone convergence of it. Finally, we report the numerical results of our proposed method.
Linear complementarity problem, SAOR method, Convergence, H-matrix, M-matrix
Короткий адрес: https://sciup.org/15014327
IDR: 15014327
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