The real polynomial eigenvalue problem is well conditioned on the average
Numerical Analysis
2018-02-22 v1 Probability
Abstract
We study the average condition number for polynomial eigenvalues of collections of matrices drawn from various random matrix ensembles. In particular, we prove that polynomial eigenvalue problems defined by matrices with Gaussian entries are very well-conditioned on the average.
Keywords
Cite
@article{arxiv.1802.07493,
title = {The real polynomial eigenvalue problem is well conditioned on the average},
author = {Carlos Beltran and Khazhgali Kozhasov},
journal= {arXiv preprint arXiv:1802.07493},
year = {2018}
}