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The real polynomial eigenvalue problem is well conditioned on the average

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

Authorship

KOZHASOV, KHAZHGALI