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Article history: Received 23 March 2009 Received in revised form 2 August 2010 Accepted 9 August 2010 Available online 19 August 2010

- Yang Li, Xue-Ping Guo
- Numerical Algorithms
- 2016

The Hermitian and skew-Hermitian splitting (HSS) method is an unconditionally convergent iterative method for solving large sparse non-Hermitian positive definite system of linear equations. In this paper, we establish a class of multi-step modified Newton-HSS (MMN-HSS) methods for solving large sparse system of nonlinear equations with positive definite… (More)

- Hong-Xiu Zhong, Guoliang Chen, Xue-Ping Guo
- Numerical Algorithms
- 2014

Preconditioned modified Hermitian and skew-Hermitian splitting (PMHSS) method is an unconditionally convergent iterative method for solving large sparse complex symmetric systems of linear equations. By making use of the PMHSS iteration as the inner solver to approximately solve the Newton equations, we establish a modified Newton-PMHSS method for solving… (More)

- Jing Wang, Xue-Ping Guo, Hong-Xiu Zhong
- Numerical Algorithms
- 2017

Preconditioned modified Hermitian and skew-Hermitian splitting (PMHSS) method is an unconditionally convergent iteration method for solving large sparse complex symmetric systems of linear equation. Motivated by the PMHSS method, we develop a new method of solving a class of linear equations with block two-by-two complex coefficient matrix by introducing… (More)

- Xue-Ping Guo
- Applied Mathematics and Computation
- 2016

- Xin Guo, Xue-Ping Guo
- 2002

Consider an optimization problem for a company with the following parameters: a constant liability payment rate (δ), an average return (μ) and a risk (σ ) proportional to the size of the business unit, and an internal competition factor (α) between different units. The goal is to maximize the expected present value of the total dividend distributions, via… (More)

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