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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.
Fuente: Foundations of Computational Mathematics, 2020, 20(2), 291 - 309
Publisher: Springer New York LLC
Publication date: 01/04/2020
No. of pages: 19
Publication type: Article
DOI: 10.1007/s10208-019-09414-2
ISSN: 1615-3375,1615-3383
Publication Url: https://doi.org/10.1007/s10208-019-09414-2
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CARLOS BELTRAN ALVAREZ
KOZHASOV, KHAZHGALI
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