Communications of the
Korean Mathematical Society
CKMS

ISSN(Print) 1225-1763 ISSN(Online) 2234-3024

Article

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Commun. Korean Math. Soc. 2019; 34(2): 657-670

Online first article April 9, 2019      Printed April 30, 2019

https://doi.org/10.4134/CKMS.c170423

Copyright © The Korean Mathematical Society.

Preconditioned SSOR methods for the linear complementarity problem with $M$-matrix

Dan Zhang

Northwest Normal University

Abstract

In this paper, we consider the preconditioned iterative methods for solving linear complementarity problem associated with an $M$-matrix. Based on the generalized Gunawardena's preconditioner, two preconditioned SSOR methods for solving the linear complementarity problem are proposed. The convergence of the proposed methods are analyzed, and the comparison results are derived. The comparison results showed that preconditioned SSOR methods accelerate the convergent rate of the original SSOR method. Numerical examples are used to illustrate the theoretical results.

Keywords: linear complementarity problems, $M$-matrix, SSOR method, preconditioner, comparison theorem

MSC numbers: 65F10, 65F20