How to improve MAOR method convergence area for linear complementarity problems

摘要

The linear complementarity problem can be solved by modified AOR method given in [Appl. Math. Comput. 140 (2003) 53]. In the same paper the convergence was proved for the H-matrix case, using the estimation of spectral radius of corresponding matrix. In this paper we present the other possibility for obtaining convergence result. We use the estimation of maximum norm, and surprisingly, obtain convergence area which can be better. First, we consider SDD (strictly diagonally dominant) matrix case, and after that H-matrix case.