Solution of symmetric linear complementarity problems by iterative methods

Iterative Regularized Solution of Symmetric and Positive Semi-Definite Linear Complementarity Problems

In this report an iterative method from the theory of maximal monotone operators is transfered into the context of linear complementarity problems and numerical tests are performed on contact problems from the field of rigid multibody dynamics.

Iterative Solution of Skew-Symmetric Linear Systems

We offer a systematic study of Krylov subspace methods for solving skew-symmetric linear systems. For the method of conjugate gradients we derive a backward stable block decomposition of skew-symmetric tridiagonal matrices and set search directions that satisfy a special relationship, which we call skew-A-conjugacy. Imposing Galerkin conditions, the resulting scheme is equivalent to the CGNE al...

Iterative Solution Methods for Large Linear Discrete Ill-posed Problems

This paper discusses iterative methods for the solution of very large severely ill-conditioned linear systems of equations that arise from the discretization of linear ill-posed problems. The right-hand side vector represents the given data and is assumed to be contaminated by errors. Solution methods proposed in the literature employ some form of ltering to reduce the in uence of the error in ...

Numerical Solution of Sawada-Kotera equation by using Iterative Methods

An algorithm for the fast solution of symmetric linear complementarity problems

This paper studies algorithms for the solution of mixed symmetric linear complementarity problems. The goal is to compute fast and approximate solutions of medium to large sized problems, such as those arising in computer game simulations and American options pricing. The paper proposes an improvement of a method described by Kocvara and Zowe [19] that combines projected Gauss-Seidel iterations...