The polynomial eigenvalue problem is well conditioned for random inputs

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.

18 pages

Cited by in corpus (3)

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• Bohemian Upper Hessenberg Matrices
• The conditioning of block Kronecker $\ell$-ifications of matrix polynomials