On convergence of two-stage splitting methods for linear complementarity problems

Authors:
Meiqun Jiang;Junliang Dong
Affiliations:
Institute of Mathematics Science, Soochow University, Suzhou, Jiangsu 215006, People's Republic of China;Institute of Mathematics Science, Soochow University, Suzhou, Jiangsu 215006, People's Republic of China
Venue:
Journal of Computational and Applied Mathematics
Year:
2005

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Abstract

In this paper, we study the splitting method and two-stage splitting method for the linear complementarity problems. Convergence results for these two methods are presented when the system matrix is an H-matrix and the splittings used are H-splitting. Numerical experiments show that the two-stage splitting method has the same or even better numerical performance than the splitting method in some aspects under certain conditions.