The Polynomial Eigenvalue Problem is Well Conditioned for Random Inputs
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.
| Autores: | , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2019 |
| País: | España |
| Institución: | Universidad de Cantabria (UC) |
| Repositorio: | UCrea Repositorio Abierto de la Universidad de Cantabria |
| Idioma: | inglés |
| OAI Identifier: | oai:repositorio.unican.es:10902/18108 |
| Acceso en línea: | http://hdl.handle.net/10902/18108 |
| Access Level: | acceso abierto |
| Palabra clave: | Condition number Polynomial eigenvalue problem Generalized eigenvalue problem |
| Sumario: | 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. |
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