摘要
用MAOR迭代算法求解一类L-矩阵的隐线性互补问题.证明了由此算法产生的迭代序列的聚点是隐线性互补问题的解.并且当问题中的矩阵是M-矩阵时,算法产生的迭代序列单调收敛于隐互补问题的解.
The MAOR iterative algorithm is used to solve an implicit linear complementarity problem with L - matrix. It is shown that any accumulation point of th iteration generated by the algorithm solves the imphcit linear complementarity problem. Moreover, when the matrix A involved in the problem is an M - matrix, the sequence generated by the algorithm monotonically converges to the solution.
出处
《经济数学》
2007年第3期327-330,共4页
Journal of Quantitative Economics
关键词
隐线性互补问题
L-矩阵
胆矩阵
单调收敛
Implicit linear complementarity problem, L - matrix, M - matrix, monotone convergence
