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A preconditioned general two-step modulus-based matrix splitting iteration method for linear complementarity problems of H+-matrices

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Abstract

In this paper, we present a preconditioned general two-step modulus-based iteration method to solve a class of linear complementarity problems. Its convergence theory is proved when the system matrix A is an H+-matrix by using classical and new results from the theory of splitting. Numerical experiments show that the proposed methods are superior to the existing methods in actual implementation.

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Funding

This work is financially supported by NNSF of China with grant nos.11461046 and 11801258; NSF of Jiangxi, China with grant nos.20181ACB20001, 20171BAB211006, and 20161ACB21005; and the Program for Young Excellent Talents, UIBE, China (18YQ04).

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Authors and Affiliations

  1. Department of Mathematics, School of Sciences, Nanchang University, Nanchang, 330031, People’s Republic of China

    Huan Ren, Xiang Wang & Teng Wang

  2. Numerical Simulation and High-Performance Computing Laboratory, School of Sciences, Nanchang University, Nanchang, 330031, People’s Republic of China

    Xiang Wang

  3. School of Statistics, University of International Business and Economics, Beijing, 100029, People’s Republic of China

    Xiao-Bin Tang

Authors
  1. Huan Ren
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  2. Xiang Wang
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  3. Xiao-Bin Tang
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  4. Teng Wang
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Correspondence to Xiang Wang.

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Ren, H., Wang, X., Tang, XB. et al. A preconditioned general two-step modulus-based matrix splitting iteration method for linear complementarity problems of H+-matrices. Numer Algor 82, 969–986 (2019). https://doi.org/10.1007/s11075-018-0637-5

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