On the convergence analysis of two-step modulus-based matrix splitting iteration method for linear complementarity problems

In this paper, we analyze the convergence of the two-step modulus-based matrix splitting iteration method for the large sparse linear complementarity problems, which is proposed by Zhang (2011) [7]. The convergence conditions are presented when the system matrix is a positive definite matrix and an H"+-matrix, respectively. In particular, we establish new convergence conditions when the system matrix is an H"+-matrix.

[1]  J. Gillis,et al.  Matrix Iterative Analysis , 1961 .

[2]  Zhong-Zhi Bai,et al.  On the Convergence of the Multisplitting Methods for the Linear Complementarity Problem , 1999, SIAM J. Matrix Anal. Appl..

[3]  Li-Li Zhang,et al.  Modulus‐based synchronous multisplitting iteration methods for linear complementarity problems , 2013, Numer. Linear Algebra Appl..

[4]  A. Frommer,et al.  Convergence of relaxed parallel multisplitting methods , 1989 .

[5]  Zhong-Zhi Bai,et al.  Modulus‐based matrix splitting iteration methods for linear complementarity problems , 2010, Numer. Linear Algebra Appl..

[6]  Ning Zheng,et al.  Accelerated modulus-based matrix splitting iteration methods for linear complementarity problem , 2012, Numerical Algorithms.

[7]  D. Szyld,et al.  H-Splittings and two-stage iterative methods , 1992 .

[8]  Li-Li Zhang,et al.  Two-step modulus-based matrix splitting iteration method for linear complementarity problems , 2011, Numerical Algorithms.

[9]  Robert J. Plemmons,et al.  Nonnegative Matrices in the Mathematical Sciences , 1979, Classics in Applied Mathematics.

[10]  Richard W. Cottle,et al.  Linear Complementarity Problem. , 1992 .

[11]  Van Bokhoven Piecewise-linear modelling and analysis , 1981 .

[12]  Apostolos Hadjidimos,et al.  The principle of extrapolation and the Cayley Transform , 2008 .

[13]  Richard S. Varga,et al.  Matrix Iterative Analysis , 2000, The Mathematical Gazette.

[14]  David J. Evans,et al.  Matrix Multisplitting Methods with Applications to Linear Complementarity Problems∶ Parallel Asynchronous Methods , 2002, Int. J. Comput. Math..

[15]  David J. Evans,et al.  Matrix multisplitting relaxation methods for linear complementarity problems , 1997, Int. J. Comput. Math..

[16]  James M. Ortega,et al.  Iterative solution of nonlinear equations in several variables , 2014, Computer science and applied mathematics.

[17]  Li-Li Zhang,et al.  Modulus-based synchronous two-stage multisplitting iteration methods for linear complementarity problems , 2012, Numerical Algorithms.

[18]  Mei-Qun Jiang,et al.  A modified modulus method for symmetric positive‐definite linear complementarity problems , 2009, Numer. Linear Algebra Appl..

[19]  Apostolos Hadjidimos,et al.  Nonstationary Extrapolated Modulus Algorithms for the solution of the Linear Complementarity Problem , 2009 .