Many problems in various scientific computing, operations research, management science and engineering areas can lead to the solution of a linear complementarity problem (LCP). This paper provides the efficient iterative algorithm for the large sparse Non-Hermitian positive definite systems of LCP, based on the splitting of the coefficient matrix and fixed-point principle. Also, the global convergence properties of the proposed method have been analyzed. Numerical results show the applicability of our method.
- Linear complementarity problem,
- SOR method,
- Non-Hermitian positive definite matrices.
Available at: http://works.bepress.com/sa_edalatpanah/14/