A preconditioned accelerated matrix multi-splitting iteration method for linear complementarity problems of H-matrices

摘要

In this paper, a class of preconditioned accelerated matrix multi-splitting iteration methods for solving the large sparse linear complementarity problems associated with an Hmatrices are proposed. Moreover, we use the preconditioner P = I + Sα to preprocess the original linear complementarity problem. Furthermore, a practical preconditioned matrix multi-splitting iterative method is presented. Finally, we prove the convergence of this new method.