Optimal parameter for the SOR-like iteration method for solving the system of absolute value equations

Cairong Chen, Dongmei Yu, Deren Han

The SOR-like iteration method for solving the absolute value equations~(AVE) of finding a vector $x$ such that $Ax-|x|-b=0$ with $\nu =\Vert A^{-1}{\Vert }_2<1$ is investigated. The co…