How well-conditioned can the eigenvalue problem be?
Numerical Analysis
2021-05-18 v1 Numerical Analysis
Classical Analysis and ODEs
Abstract
The condition number for eigenvalue computations is a well--studied quantity. But how small can we expect it to be? Namely, which is a perfectly conditioned matrix w.r.t. eigenvalue computations? In this note we answer this question with exact first order asymptotic.
Cite
@article{arxiv.2105.07922,
title = {How well-conditioned can the eigenvalue problem be?},
author = {Carlos Beltrán and Laurent Bétermin and Peter Grabner and Stefan Steinerberger},
journal= {arXiv preprint arXiv:2105.07922},
year = {2021}
}
Comments
6 pages, 2 figures