A new SOR-like method for solving absolute value equations

摘要

In this paper, by constructing equivalently the absolute value equation (AVE) as the new block equation of two-by-two, we present a new SOR-like (NSOR) method for solving the AVE. The convergence and optimal parameters of NSOR method for solving the AVE are studied in detail. Numerical experiments are presented to show that the NSOR method is implementable and efficient.