Search

Searching. Please wait…

The Polynomial Eigenvalue Problem is Well Conditioned for Random Inputs

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.

 Fuente: SIAM J. Matrix Anal. Appl., Vol. 40, No. 1, pp. 175-193 (2019)

 Publisher: Society for Industrial and Applied Mathematics

 Publication date: 05/02/2019

 No. of pages: 19

 Publication type: Article

 DOI: 10.1137/17M1139941

 ISSN: 0895-4798,1095-7162

 Spanish project: MTM2017-83816-P ; MTM2017-90682-REDT

 Publication Url: Https://doi.org/10.1137/17M1139941

Authorship

ARMENTANO, DIEGO