SOR-like iteration method for solving absolute value equations

Abstract

In this paper, we propose an SOR-like iteration method for solving the absolute value equation (AVE), which is obtained by reformulating equivalently the AVE as a two-by-two block nonlinear equation. The convergence results of the proposed iteration method are proved under certain assumptions imposed on the involved parameter. Numerical experiments are given to demonstrate the feasibility, robustness and effectiveness of the SOR-like iteration method.