求解线性互补问题的一类矩阵分裂迭代算法

A CLASS OF MATRIX SPLITTING METHODS FOR LINEAR COMPLEMENTARITY PROBLEMS

通过改进NMMS方法,建立了一类新的基于模的两步矩阵分裂(NTMMS)迭代法,给出了该算法在适当条件下的收敛性,包括加速超松弛分裂的情况。数值实验表明,该方法在实际应用中优于传统的迭代法。

By improving the NMMS method, a class of new two-step modulus-based matrix splitting methods are established in this paper. The convergence of the algorithm under appropriate conditions is given, including the case of accelerated overrelaxation splitting. Numerical experiments show that the proposed method is superior to some existing methods in actual implementation.