The Polynomial Eigenvalue Problem is Well Conditioned for Random Inputs

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URI: http://hdl.handle.net/10902/18108
ISSN: 0895-4798
ISSN: 1095-7162
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Autoría
Armentano, Diego; Beltrán Álvarez, CarlosAutoridad Unican
Fecha
2019-02-05
Derechos
© Society for Industrial and Applied Mathematics
Publicado en
SIAM J. Matrix Anal. Appl., Vol. 40, No. 1, pp. 175-193 (2019)
Editorial
Society for Industrial and Applied Mathematics
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Palabras clave
Condition number
Polynomial eigenvalue problem
Generalized eigenvalue problem
Resumen/Abstract
We compute the exact expected 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.
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