A New Preconditioned Generalised AOR Method for the Linear Complementarity Problem Based on a Generalised Hadjidimos Preconditioner

A New Preconditioned Generalised AOR Method for the Linear Complementarity Problem Based on a Generalised Hadjidimos Preconditioner

Year:    2012

East Asian Journal on Applied Mathematics, Vol. 2 (2012), Iss. 2 : pp. 94–107

Abstract

A new generalised Hadjidimos preconditioner and preconditioned generalised AOR method for the solution of the linear complementarity problem are presented. The convergence and convergence rate of the new method are analysed, and numerical experiments demonstrate that it is efficient.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/eajam.050911.060412a

East Asian Journal on Applied Mathematics, Vol. 2 (2012), Iss. 2 : pp. 94–107

Published online:    2012-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    14

Keywords:    Linear complementarity problem generalised Hadjidimos preconditioner PGAOR M-matrix.

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