Error bounds for linear complementarity problems of S-QN matrices

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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 languageEnglish
Pages (from-to)935-955
Number of pages21
JournalNumerical Algorithms
Volume83
Issue number3
DOIs
StatePublished - 1 Mar 2020

Keywords

  • H-matrix
  • Linear complementarity problem
  • QN matrix
  • S-QN matrix
  • S-SDD matrix

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