The Picard-HSS iteration method for absolute value equations (Q479243)

\textit{O. L. Mangasarian} [ibid. 3, No. 1, 101--108 (2009; Zbl 1154.90599)] proposed a generalized Newton method for the absolute value equation (AVE) \(Ax - |x| = b\) and investigated its convergence properties. This paper deals with the convergence of the Picard-HSS iteration method to solve AVE, where \(A\) is a non-symmetric positive definite matrix. Sufficient conditions for the convergence of the method are provided and numerical results are given to show the validity of the theoretical results and efficiency of the method. Numerical results show that the Picard-HSS iteration method is quite suitable for the absolute value problems and that it is comparable with the Picard and generalized Newton methods.