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Numerical Algorithms

, Volume 64, Issue 2, pp 245–262 | Cite as

Accelerated modulus-based matrix splitting iteration methods for linear complementarity problem

  • Ning Zheng
  • Jun-Feng YinEmail author
Original Paper

Abstract

For the large sparse linear complementarity problem, a class of accelerated modulus-based matrix splitting iteration methods is established by reformulating it as a general implicit fixed-point equation, which covers the known modulus-based matrix splitting iteration methods. The convergence conditions are presented when the system matrix is either a positive definite matrix or an H +-matrix. Numerical experiments further show that the proposed methods are efficient and accelerate the convergence performance of the modulus-based matrix splitting iteration methods with less iteration steps and CPU time.

Keywords

Linear complementarity problem Matrix splitting Iterative method Convergence 

Mathematics Subject Classifications (2010)

90C33 65F10 65F50 65G40 

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Copyright information

© Springer Science+Business Media New York 2012

Authors and Affiliations

  1. 1.Department of MathematicsTongji UniversityShanghaiPeople’s Republic of China

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