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Article · Foundations of Computational Mathematics · May 6, 2019

The Real Polynomial Eigenvalue Problem is Well Conditioned on the Average

Carlos Beltrán, Khazhgali Kozhasov

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.

Matrix Theory and AlgorithmsPolynomial and algebraic computationNumerical Methods and Algorithmspolynomial eigenvalue problemscondition numberaverage-case analysis

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