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Backward errors of the linear complementarity problem

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Abstract

In this paper, we define a backward error for the linear complementarity problem (LCP), and then present an expression of it which can be employed to examine the stability of algorithms solving the LCP. Some numerical examples are given to show the efficiency of the proposed theoretical results.

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Acknowledgments

We acknowledge the contribution of Professor Wen Li in South China Normal University for his valuable comments and suggestions to this paper.

Funding

This work was partially supported by grants of National Natural Science Foundation of China(Nos. 11571124 and 11671158), Natural Science Foundation of Guangdong Province (No.2017A030310167), and the Opening Project of Guangdong Province Key Laboratory of Computational Science at the Sun Yat-sen University (No.2018008).

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Correspondence to Xian-Ping Wu.

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Wu, XP., Ke, RH. Backward errors of the linear complementarity problem. Numer Algor 83, 1249–1257 (2020). https://doi.org/10.1007/s11075-019-00723-9

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  • DOI: https://doi.org/10.1007/s11075-019-00723-9

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