Title | The Real Polynomial Eigenvalue Problem is Well Conditioned on the Average |
Publication Type | Journal Article |
Year of Publication | 2019 |
Authors | Beltrán, C, Kozhasov, K |
Journal | Foundations of Computational Mathematics |
Date Published | May |
ISSN | 1615-3383 |
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. |
URL | https://doi.org/10.1007/s10208-019-09414-2 |
DOI | 10.1007/s10208-019-09414-2 |
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