Abstract
The paper establishes a computational enclosure of the solution of the linear complementarity problem (q, M), where M is assumed to be an H-matrix with a positive main diagonal. A class of problems with interval data, which can arise in approximating the solutions of free boundary problems, is also treated successfully.
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Alefeld, G., Wang, Z. & Shen, Z. Enclosing Solutions of Linear Complementarity Problems for H-Matrices. Reliable Computing 10, 423–435 (2004). https://doi.org/10.1023/B:REOM.0000047093.79994.8f
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DOI: https://doi.org/10.1023/B:REOM.0000047093.79994.8f