Computation of Error Bounds for P-matrix Linear Complementarity Problems

Abstract We give new error bounds for the linear complementarity problem where the involved matrix is a P-matrix. Computation of rigorous error bounds can be turned into a P-matrix linear interval system. Moreover, for the involved matrix being an H-matrix with positive diagonals, an error bound can be found by solving a linear system of equations, which is sharper than the Mathias-Pang error bound. Preliminary numerical results show that the proposed error bound is efficient for verifying accuracy of approximate solutions. Keywords accuracy

• Type: Journal
• Year: 2006
• Where: MP
• Authors: Xiaojun Chen, Shuhuang Xiang
• Keywords: Linear Complementarity Problems, MP 2006, P-matrix Linear Interval, Rigorous Error