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Residual iterative schemes for large-scale nonsymmetric positive definite linea...
La Cruz,William; Raydan,MarcosA new iterative scheme that uses the residual vector as search direction is proposed and analyzed for solving large-scale nonsymmetric linear systems, whose matrix has a positive (or negative) definite symmetric part. It is closely related to Richardson's method, although the stepsize and some other new features are inspired by the success of recently proposed residual methods for nonlinear systems. Numerical e...
On the solution of the symmetric eigenvalue complementarity problem by the spec...
Júdice, Joaquim; Raydan, Marcos; Rosa, Silvério; Santos, SandraAbstract This paper is devoted to the eigenvalue complementarity problem (EiCP) with symmetric real matrices. This problem is equivalent to finding a stationary point of a differentiable optimization program involving the Rayleigh quotient on a simplex (Queiroz et al., Math. Comput. 73, 1849–1863, 2004). We discuss a logarithmic function and a quadratic programming formulation to find a complementarity eigenva...
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