Computation of Error Bounds for P-matrix Linear Complementarity Problems
Computation of Error Bounds for P-matrix Linear Complementarity Problems
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DOI：
10.1007/s10107-005-0645-9
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发表时间：
2006-05
影响因子：
2.7
通讯作者：
Xiaojun Chen;S. Xiang
中科院分区：
文献类型：
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作者：
Xiaojun Chen;S. Xiang
本文给出了线性互补问题的新的误差界，其中所涉及的矩阵是一个P-矩阵。严格误差界的计算可以转化为一个P-矩阵线性区间系统。此外，对于所涉及的矩阵是具有正对角线的H矩阵，可以通过求解线性方程组来找到误差界，该误差界比Mathias-Pang误差界更尖锐。初步的数值结果表明，所提出的误差界是有效的验证近似解的准确性。
We give new error bounds for the linear complementarity problem where the involved matrix is a P-matrix. Computation of rigorous error bounds can be turned into a P-matrix linear interval system. Moreover, for the involved matrix being an H-matrix with positive diagonals, an error bound can be found by solving a linear system of equations, which is sharper than the Mathias-Pang error bound. Preliminary numerical results show that the proposed error bound is efficient for verifying accuracy of approximate solutions.