%0 Journal Article %J Foundations of Computational Mathematics %D 2019 %T The Real Polynomial Eigenvalue Problem is Well Conditioned on the Average %A Carlos Beltrán %A Khazhgali Kozhasov %X

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.

%B Foundations of Computational Mathematics %8 May %G eng %U https://doi.org/10.1007/s10208-019-09414-2 %R 10.1007/s10208-019-09414-2