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An inexact framework of the Newton-based matrix splitting iterative method for the generalized absolute value equation (2103.10129v2)
Published 18 Mar 2021 in math.NA, cs.NA, and math.OC
Abstract: An inexact framework of the Newton-based matrix splitting (INMS) iterative method is developed to solve the generalized absolute value equation, whose exact version was proposed by Zhou, Wu and Li [H.-Y. Zhou, S.-L. Wu and C.-X. Li, \textit{J. Comput. Appl. Math.}, 394 (2021), 113578]. Global linear convergence of the INMS iterative method is investigated in detail. Some numerical results are given to show the superiority of the INMS iterative method.