A Linear Complementarity Problem with a P-Matrix
Copyright policy )A Linear Complementarity Problem with a P-Matrix
Summary: We present an application of a linear complementarity problem where \(M\) is a P-matrix but, in general, is neither an H-matrix nor a positive definite matrix. This application occurs originally by \textit{J. Rohn} [Linear Algebra Appl. 126, 39--78 (1989; Zbl 0712.65029)], which is less known to the LCP community. Its focus is in computing the exact interval enclosures of the components of the solution set of an interval linear system. We extend the idea such that the calculations can be done by a computer with rigorous error control.
ddc:510, positive definite matrix, Numerical optimization and variational techniques, Roundoff error, General methods in interval analysis, H-matrix, linear systems of interval equations, interval Newton method, rigorous error control, linear complementarity problem, 510, P-matrix, Algorithms with automatic result verification, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), Mathematics, info:eu-repo/classification/ddc/510
ddc:510, positive definite matrix, Numerical optimization and variational techniques, Roundoff error, General methods in interval analysis, H-matrix, linear systems of interval equations, interval Newton method, rigorous error control, linear complementarity problem, 510, P-matrix, Algorithms with automatic result verification, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), Mathematics, info:eu-repo/classification/ddc/510
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