A Relaxation Iteration Method with Three Parameters for Solving Absolute Value Equation

Abstract

In this paper, a new matrix splitting iteration method is presented to solve the absolute value equation. The proposed method has three parameters, and it is expected that its convergence efficiency can be improved by selecting appropriate parameters. The convergence of the proposed method is studied. Numerical examples of the absolute value equation with M-matrices are given to show the effectiveness and feasibility of the proposed method.