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

作者：Liu, Cuiyu; Li, Chenliang^*

来源：East Asian Journal on Applied Mathematics, 2012, 2(2): 94-107.

DOI：10.4208/eajam.050911.060412a

• Linear complementarity problem
• generalised Hadjidimos preconditioner
• PGAOR
• M-matrix

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.

• 出版日期2012-5
• 单位桂林电子科技大学