On the convergence analysis of two-step modulus-based matrix splitting iteration method for linear complementarity problems

摘要

In this paper, we analyze the convergence of the two-step modulus-based matrix splitting iteration method for the large sparse linear complementarity problems, which is proposed by Zhang (2011) [7]. The convergence conditions are presented when the system matrix is a positive definite matrix and an H+-matrix, respectively. In particular, we establish new convergence conditions when the system matrix is an H+-matrix.