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A New Preconditioned Generalised AOR Method for the Linear Complementarity Problem Based on a Generalised Hadjidimos Preconditioner |
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| Authors: | Cuiyu Liu & Chenliang Li |
| Abstract: | A new generalised Hadjidimos preconditioner and preconditioned generalisedAOR method for the solution of the linear complementarity problem are presented.The convergence and convergence rate of the new method are analysed, andnumerical experiments demonstrate that it is efficient. |
| Keywords: | Linear complementarity problem generalised Hadjidimos preconditioner PGAOR M-matrix. |
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