Convergence Properties of Iterative Methods for Symmetric Positive Semidefinite Linear Complementarity Problems

On convergence of iterative projection methods for symmetric eigenvalue problems

We prove global convergence of particular iterative projection methods using the so-called shift-and-invert technique for solving symmetric generalized eigenvalue problems. In particular, we aim to provide a variant of the convergence theorem obtained by Crouzeix, Philippe, and Sadkane for the generalized Davidson method. Our result covers the Jacobi-Davidson and the rational Krylov methods wit...

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.

Schwarz Iterations for Symmetric Positive Semidefinite Problems

Convergence properties of additive and multiplicative Schwarz iterations for solving linear systems of equations with a symmetric positive semidefinite matrix are analyzed. The analysis presented applies to matrices whose principal submatrices are nonsingular, i.e., positive definite. These matrices appear in discretizations of some elliptic partial differential equations, e.g., those with Neum...

A Family of Polynomial Affine Scaling Algorithms for Positive SemiDefinite Linear Complementarity Problems

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New family of Two-Parameters Iterative Methods for Non-Linear Equations with Fourth-Order Convergence