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The Real Polynomial Eigenvalue Problem is Well Conditioned on the Average

TitleThe Real Polynomial Eigenvalue Problem is Well Conditioned on the Average
Publication TypeJournal Article
Year of Publication2019
AuthorsBeltrán, C, Kozhasov, K
JournalFoundations of Computational Mathematics
Date PublishedMay
ISSN1615-3383
Abstract

We study the average condition number for polynomial eigenvalues of collections of matrices drawn from some random matrix ensembles. In particular, we prove that polynomial eigenvalue problems defined by matrices with random Gaussian entries are very well conditioned on the average.

URLhttps://doi.org/10.1007/s10208-019-09414-2
DOI10.1007/s10208-019-09414-2

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