Abstract
Linear complementarity problem (LCP) presents many nice properties when the associated matrix belongs to some special matrix classes, especially H-matrices. In this paper, we put forward a new subclass of H-matrices, called S-QN matrices, which is the proper generalization of the QN matrices. We have proved that for a given S-QN matrix A, there exists a diagonal scaling matrix W such that AW is a QN matrix. Then, we present two kinds of error bounds for LCP of S-QN matrices. The Error Bound I generalizes the error bound for LCP of QN matrices. The Error Bound II overcomes the limitation that the Error Bound I cannot be used. Numerical examples illustrate that the Error Bound I is better than other previous bounds for H-matrices in some cases. Moreover, in some special cases, the Error Bound II can improve considerably the Error Bound I.
| Original language | English |
|---|---|
| Pages (from-to) | 935-955 |
| Number of pages | 21 |
| Journal | Numerical Algorithms |
| Volume | 83 |
| Issue number | 3 |
| DOIs | |
| State | Published - 1 Mar 2020 |
Keywords
- H-matrix
- Linear complementarity problem
- QN matrix
- S-QN matrix
- S-SDD matrix