Title
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.
Year
DOI
Venue
2020
10.1007/s10208-019-09414-2
Foundations of Computational Mathematics
Keywords
DocType
Volume
Condition number, Polynomial eigenvalue problem, Random matrices, 14Q20, 15A18, 15A22, 15B52, 65F15
Journal
20
Issue
ISSN
Citations 
2
1615-3375
0
PageRank 
References 
Authors
0.34
1
2
Name
Order
Citations
PageRank
Carlos Beltran1355.88
Khazhgali Kozhasov201.01