A preconditioned general modulus-based matrix splitting iteration method for linear complementarity problems of H-matrices

摘要

In this paper, we propose a preconditioned general modulus-based matrix splitting iteration method for solving modulus equations arising from linear complementarity problems. Its convergence theory is proved when the system matrix is an H+-matrix, from which some new convergence conditions can be derived for the (general) modulus-based matrix splitting iteration methods. Numerical results further show that the proposed methods are superior to the existing methods.