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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.
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참고문헌 (28)
참고문헌 신청
B. H. Ahn / 1981 / Solution of nonsymmetric linear complementarity problems by iterative methods / J. Optim. Theory Appl 33(2):175~185
O. Axelsson / 1994 / Iterative Solution Methods / Cambridge University Press
Z. -Z. Bai / 2010 / Modulus-based matrix splitting iteration methods for linear complementarity problems / Numer. Linear Algebra Appl 17(6):917~933
Z.-Z. Bai / 1997 / Matrix multisplitting relaxation methods for linear comple-mentarity problems / Int. J. Comput. Math 63(3-4):309~326
A. Berman / 1979 / Nonnegative Matrices in the Mathematical Sciences / Academic Press
O. Axelsson / 1994 / Iterative Solution Methods / Cambridge University Press
Z. -Z. Bai / 2010 / Modulus-based matrix splitting iteration methods for linear complementarity problems / Numer. Linear Algebra Appl 17(6):917~933
Z.-Z. Bai / 1997 / Matrix multisplitting relaxation methods for linear comple-mentarity problems / Int. J. Comput. Math 63(3-4):309~326
A. Berman / 1979 / Nonnegative Matrices in the Mathematical Sciences / Academic Press
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