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Direct algorithm for the solution of two‐sided obstacle problems with M‐matrix
Authors:Ying‐Jun Jiang  Jin‐Ping Zeng
Institution:1. College of Mathematics and Computational Science, Changsha University of Science and Technology, Changsha 410004, People's Republic of China;2. College of Computer, Dongguan University of Technology, Dongguan, Guangdong 523005, People's Republic of China
Abstract:A direct algorithm for the solution to the affine two‐sided obstacle problem with an M‐matrix is presented. The algorithm has the polynomial bounded computational complexity O(n3) and is more efficient than those in (Numer. Linear Algebra Appl. 2006; 13 :543–551). Copyright © 2010 John Wiley & Sons, Ltd.
Keywords:two‐sided obstacle problem  direct algorithm  M‐matrix  polynomial computational complexity
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