On the convergence of the multisplitting methods for the linear complementarity problem

Authors
Citation
Zz. Bai, On the convergence of the multisplitting methods for the linear complementarity problem, SIAM J MATR, 21(1), 1999, pp. 67-78
Citations number
21
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
ISSN journal
08954798 → ACNP
Volume
21
Issue
1
Year of publication
1999
Pages
67 - 78
Database
ISI
SICI code
0895-4798(19991027)21:1<67:OTCOTM>2.0.ZU;2-M
Abstract
The convergence properties of a variant of the multisplitting methods for s olving the large sparse linear complementarity problems presented by Machid a, Fukushima, and Ibaraki [J. Comput. Appl. Math., 62 (1995), pp. 217-227] are further discussed when the system matrices are nonsymmetric and the wei ghting matrices are nonnegative and diagonal. This directly results in seve ral novel sufficient conditions for guaranteeing the convergence of these m ultisplitting methods. Moreover, some applicable parallel multisplitting re laxation methods and their corresponding convergence properties are discuss ed in detail.