Department of Applied Mathematics, Faculty of Mathematics and Computer Science, Amirkabir University of Technology, No. 424, Hafez Avenue, Tehran 15914, Iran
Abstract:
In this paper, by applying the SSOR splitting, we propose two new iterative methods for solving the linear complementarity problem LCP (M,q). Convergence results for these two methods are presented when M is an H-matrix (and also an M-matrix). Finally, two numerical examples are given to show the efficiency of the presented methods.