Zz. Bai et Dj. Evans, MATRIX MULTISPLITTING RELAXATION METHODS FOR LINEAR COMPLEMENTARITY-PROBLEMS, International journal of computer mathematics, 63(3-4), 1997, pp. 309-326
In this paper, a class of synchronous as well as asynchronous matrix m
ultisplitting methods for solving the linear complementarity problem i
s set up, and its convergence is proved when the coefficient matrix is
an H-matrix with positive diagonal elements.