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The Real Polynomial Eigenvalue Problem is Well Conditioned on the Average
Foundations of Computational Mathematics ( IF 2.5 ) Pub Date : 2019-05-06 , DOI: 10.1007/s10208-019-09414-2
Carlos Beltrán , Khazhgali Kozhasov

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.

中文翻译:

实多项式特征值问题的条件是平均值

我们研究了从一些随机矩阵集合中提取的矩阵集合的多项式特征值的平均条件数。特别是,我们证明了由具有随机高斯项的矩阵定义的多项式特征值问题在平均值上的条件很好。
更新日期:2019-05-06
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