An algorithm for solving the absolute value equation
Jǐŕı Rohn · Electronic Journal of Linear Algebra · 2009
Presented is an algorithm which for each A, B ∈ Rn×n and b ∈ Rn in a finite numberof steps either finds a solution of the equation Ax + B|x| = b, or states existence of a singular matrix S satisfying |S − A|≤|B| (and in most cases also constructs such an S).