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Numerical Algorithms

, Volume 4, Issue 1, pp 197–200 | Cite as

A note on the implementation of the successive overrelaxation method for linear complementarity problems

  • Wilhelm Niethammer
Article

Abstract

For the iterative solution of linear complementary problems often the (projected) successive overrelaxation (SOR) method is discussed. Using a columnwise procedure an implementation of the SOR method is proposed which has advantages for the implementation on vector and parallel computers. In addition this procedure saves computational effort whenever a component of the iteration vector is set to zero.

Subject classification

AMS(MOS) 90C33 68B20 CR:6.4 F.2.1 

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Copyright information

© J.C. Baltzer A.G. Science Publishers 1993

Authors and Affiliations

  • Wilhelm Niethammer
    • 1
  1. 1.Institut für Praktische MathematikUniversität KarlsruheKarlsruheGermany

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