TY - JOUR T1 - The Real Polynomial Eigenvalue Problem is Well Conditioned on the Average JF - Foundations of Computational Mathematics Y1 - 2019 A1 - Carlos Beltrán A1 - Khazhgali Kozhasov AB -

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.

UR - https://doi.org/10.1007/s10208-019-09414-2 ER -