Preconditioned SSOR methods for the linear complementarity problem with $M$-matrix
Preconditioned SSOR methods for the linear complementarity problem with $M$-matrix
Dan Zhang(Northwest Normal University)
34권 2호, 657~670쪽
초록
In this paper, we consider the preconditioned iterative methods for solving linear complementarity problem associated with an $M$-matrix. Based on the generalized Gunawardena's preconditioner, two preconditioned SSOR methods for solving the linear complementarity problem are proposed. The convergence of the proposed methods are analyzed, and the comparison results are derived. The comparison results showed that preconditioned SSOR methods accelerate the convergent rate of the original SSOR method. Numerical examples are used to illustrate the theoretical results.
Abstract
In this paper, we consider the preconditioned iterative methods for solving linear complementarity problem associated with an $M$-matrix. Based on the generalized Gunawardena's preconditioner, two preconditioned SSOR methods for solving the linear complementarity problem are proposed. The convergence of the proposed methods are analyzed, and the comparison results are derived. The comparison results showed that preconditioned SSOR methods accelerate the convergent rate of the original SSOR method. Numerical examples are used to illustrate the theoretical results.
- 발행기관:
- 대한수학회
- 분류:
- 수학