Relaxation Maximum-Based Iteration Method for Solving the Generalized Absolute Value Equation

The generalized absolute value equation (GAVE) has wide applications in scientific computing. Establishing a high performance computing method to solve the GAVE is a hot research topic in recent years. In this paper, with the aid of the maximum function, the GAVE is decomposed of two equations, and then we present the relaxation maximum-based (RM) iteration method. To see the feasibility of the method, we discuss the necessary and sufficient conditions for the GAVE to have a unique solution. Next, the convergence analysis of the RM iteration is discussed under some convergence conditions. Moreover, some numerical examples of low and high order are provided to confirm the effectiveness and efficiency of our method.