Convergence results for some piecewise linear solvers

2022/06/30 by Radons, Manuel, Rump, Siegfried M.
#Absolute value equation #Informatik #Linear complementarity problems #Mathematik #Piecewise linear system #Sign-real spectral radius

paper · doi:10.15480/882.4437

Abstract

Let A be a real n× n matrix and z, b∈ Rn. The piecewise linear equation system z- A| z| = b is called an absolute value equation. In this note we consider two solvers for uniquely solvable instances of the latter problem, one direct, one semi-iterative. We slightly extend the existing correctness, resp. convergence, results for the latter algorithms and provide numerical tests.

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