Speaker / Predavač :

Zhong-Zhi Bai
State Key Laboratory of Scientific/Engineering Computing,
Institute of Computational Mathematics and Scientific/Engineering Computing,
Academy of Mathematics and Systems Science,
Chinese Academy of Sciences,
P.O. Box 2719, Beijing 100190, The People's Republic of China

Title / Naslov:

Matrix Splitting Iteration Methods Based on Modulus for Linear Complementarity Problems

Abstract / Abstrakt:

For the large sparse linear complementarity problems, by reformulating them as implicit fixed-point equations based on splittings of the system matrices, we establish a class of modulus-based matrix splitting iteration methods and prove their convergence when the system matrices are the H-matrices of positive diagonal entries. These results naturally present convergence conditions for the M-matrices. Numerical results show that the modulus-based relaxation methods are superior to the projected relaxation methods as well as the modified modulus method in computing efficiency.