The polynomial eigenvalue problem is well conditioned for random inputs
Numerical Analysis
2017-06-20 v1
Abstract
We compute the exact value of the squared condition number for the polynomial eigenvalue problem, when the input matrices have entries coming from the standard complex Gaussian distribution, showing that in general this problem is quite well conditioned.
Keywords
Cite
@article{arxiv.1706.06025,
title = {The polynomial eigenvalue problem is well conditioned for random inputs},
author = {Carlos Beltrán and Diego Armentano},
journal= {arXiv preprint arXiv:1706.06025},
year = {2017}
}
Comments
18 pages