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THE POLYNOMIAL EIGENVALUE PROBLEM IS WELL CONDITIONED FOR RANDOM INPUTS.

Authors :
ARMENTANO, DIEGO
BELTRÁN, CARLOS
Source :
SIAM Journal on Matrix Analysis & Applications. 2019, Vol. 40 Issue 1, p175-193. 19p.
Publication Year :
2019

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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
08954798
Volume :
40
Issue :
1
Database :
Academic Search Index
Journal :
SIAM Journal on Matrix Analysis & Applications
Publication Type :
Academic Journal
Accession number :
136148674
Full Text :
https://doi.org/10.1137/17M1139941