Modified AOR methods for linear complementarity problem

摘要

In order to solve a linear complementarity problem (LCP(M,q)), when M is a 2-cyclic matrix, a class of modified AOR (MAOR) methods based on MAOR methods for solving linear system, whose special case reduces modified SOR (MSOR) method, is proposed. Some sufficient conditions for convergence of the MAOR and MSOR methods are given, when the system matrix M is an H-matrix, M-matrix and a strictly or irreducible diagonally dominant matrix. When M is an L-matrix, their monotone convergence are discussed.