The error and perturbation bounds of the general absolute value equations

Fuente: arXiv
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Hauptverfasser: Wu, Shi-Liang, Li, Cui-Xia
Format: Preprint
Veröffentlicht: 2022
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author Wu, Shi-Liang
Li, Cui-Xia
author_facet Wu, Shi-Liang
Li, Cui-Xia
contents To our knowledge, the error and perturbation bounds of the general absolute value equations are not discussed. In order to fill in this study gap, in this paper, by introducing a class of absolute value functions, we study the error and perturbation bounds of two types of the general absolute value equations (AVEs): $Ax-B|x|=b$ and $Ax-|Bx|=b$. Some useful error bounds and perturbation bounds of the above two types of absolute value equations are provided. Without limiting the matrix type, some computable estimates for the above upper bounds are given. By applying the absolute value equations, a new approach for some existing perturbation bounds of the linear complementarity problem (LCP) in (SIAM J. Optim., 18 (2007), pp. 1250-1265) is provided. Some numerical examples for the AVEs from the LCP are given to show the feasibility of the perturbation bounds.
format Preprint
id arxiv_https___arxiv_org_abs_2207_00954
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle The error and perturbation bounds of the general absolute value equations
Wu, Shi-Liang
Li, Cui-Xia
Numerical Analysis
To our knowledge, the error and perturbation bounds of the general absolute value equations are not discussed. In order to fill in this study gap, in this paper, by introducing a class of absolute value functions, we study the error and perturbation bounds of two types of the general absolute value equations (AVEs): $Ax-B|x|=b$ and $Ax-|Bx|=b$. Some useful error bounds and perturbation bounds of the above two types of absolute value equations are provided. Without limiting the matrix type, some computable estimates for the above upper bounds are given. By applying the absolute value equations, a new approach for some existing perturbation bounds of the linear complementarity problem (LCP) in (SIAM J. Optim., 18 (2007), pp. 1250-1265) is provided. Some numerical examples for the AVEs from the LCP are given to show the feasibility of the perturbation bounds.
title The error and perturbation bounds of the general absolute value equations
topic Numerical Analysis
url https://arxiv.org/abs/2207.00954