Convergence results for some piecewise linear solvers

Abstract

AbstractLet A be a real $$n\times n$$ n × n matrix and $$z,b\in \mathbb R^n$$ z , b ∈ R n . The piecewise linear equation system $$z-A\vert z\vert = b$$ z - A | z | = b is called an absolute value equation. In this note we consider two solvers for uniquely solvable instances of the latter problem, one direct, one semi-iterative. We slightly extend the existing correctness, resp. convergence, results for the latter algorithms and provide numerical tests.