A preconditioned modulus-based iteration method for solving linear complementarity problems ofH-matrices
Wen Li, Hua Wen Zheng · Linear and Multilinear Algebra · 2015
In this paper, we establish a preconditioned modulus-based iteration method for solving linear complementarity problems with the system matrix being an -matrix. The convergence analysis of the proposed method is given. In particular, we propose a class of special nondiagonal preconditioners with some parameters for the new method, and then give the convergence domain. Numerical examples show that the proposed method is efficient.