The polynomial eigenvalue problem is well conditioned for random inputs

math.NA

/ Authors

/ Abstract

We compute the exact 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.

The polynomial eigenvalue problem is well conditioned for random inputs

math.NA

/ Authors

Carlos Beltrán, Diego Armentano

/ Abstract

We compute the exact 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.