求解特征值互补问题的ABS算法  

AN ABS ALGORITHM FOR EIGENVALUE COMPLEMENTARITY PROBLEM

作　　者：韩海山[1] 黄迪帅 Han Haishan;Huang Dishuai(Department of Mathematics,Inner Mongolia University for Nationalities,Tongliao 02804)

机构地区：[1]内蒙古民族大学数学学院,通辽028043

出　　处：《高等学校计算数学学报》2018年第3期207-222,共16页Numerical Mathematics A Journal of Chinese Universities

摘　　要：对给定的矩阵A∈R^n×b和正定阵B∈R^n×n，特征值互补问题（EiCP）是指：求实数λ和向量X∈R^n＼{0}使得.An ABS algorithm for solving the Eigenvalue Complementarity Problems is constructed and the convergence of the algorithm is proved, this algorithm has Q-2 order convergence. Numerical examples are presented to indicate the effectiveness of the algorithm.

关 键 词：互补问题 特征值 ABS算法 求解 矩阵A 正定阵 向量 实数 

分 类 号：O221.2[理学—运筹学与控制论]